optfntools: Tools for assisting the preparation and testing of objective functions for optimization.

Tools to assist in safely applying user generated objective and derivative function to optimization programs. Provides a way to check the basic computation of objective functions that the user provides, along with proposed gradient and Hessian functions, as well as to wrap such functions to avoid failures when inadmissible parameters are provided. Check bounds and masks. Check scaling or optimality conditions. Perform an axial search to seek lower points on the objective function surface. Includes forward, central and backward gradient approximation codes.

AuthorJohn C Nash <nashjc@uottawa.ca>
Date of publicationNone
MaintainerJohn C Nash <nashjc@uottawa.ca>
LicenseGPL-2
Version2012.05.26

View on R-Forge

Functions

axsearch Man page
bmchk Man page
bmstep Man page
fnchk Man page
gHgen Man page
gHgenb Man page
grback Man page
grcentral Man page
grchk Man page
grfwd Man page
grnd Man page
hesschk Man page
kktc Man page
optfntools Man page
optfntools-package Man page
optstart Man page
scalecheck Man page
ufn Man page
ugHgenb Man page
ugr Man page
uhess Man page

Files

optfntools
optfntools/R
optfntools/R/kktc.R optfntools/R/ufn.R optfntools/R/grchk.R optfntools/R/grback.R optfntools/R/gHgenb.R optfntools/R/bmchk.R optfntools/R/fnchk.R optfntools/R/grcentral.R optfntools/R/axsearch.R optfntools/R/grfwd.R optfntools/R/grnd.R optfntools/R/bmstep.R optfntools/R/uhess.R optfntools/R/scalecheck.R optfntools/R/hesschk.R optfntools/R/optstart.R optfntools/R/gHgen.R optfntools/R/ugHgenb.R optfntools/R/ugr.R
optfntools/NAMESPACE
optfntools/tests
optfntools/tests/tryfun.R
optfntools/tests/trycheck.R
optfntools/inst
optfntools/inst/fakeopt.R
optfntools/inst/optim.c
optfntools/inst/tests.xls
optfntools/inst/extracode
optfntools/inst/extracode/tugHgenb120517.R
optfntools/inst/extracode/tuhesspassedenv120518.R
optfntools/inst/extracode/tufnpassedfnenv120518.R
optfntools/inst/extracode/tugrpassedenv120516.R
optfntools/inst/extracode/README
optfntools/inst/extracode/tuhesspassedenv120516.R
optfntools/inst/extracode/tufnpassedfnenv120515.R
optfntools/inst/extracode/tugrpassedenv120518.R
optfntools/inst/passuserfn.txt
optfntools/inst/ngradcode.R.txt
optfntools/inst/fakerun.R
optfntools/DESCRIPTION
optfntools/man
optfntools/man/ugHgenb.Rd optfntools/man/uhess.Rd optfntools/man/grcentral.Rd optfntools/man/ugr.Rd optfntools/man/scalecheck.Rd optfntools/man/hesschk.Rd optfntools/man/grchk.Rd optfntools/man/gHgen.Rd optfntools/man/optfntools-package.Rd optfntools/man/optstart.Rd optfntools/man/grnd.Rd optfntools/man/bmchk.Rd optfntools/man/axsearch.Rd optfntools/man/fnchk.Rd optfntools/man/grback.Rd optfntools/man/ufn.Rd optfntools/man/bmstep.Rd optfntools/man/gHgenb.Rd optfntools/man/grfwd.Rd optfntools/man/kktc.Rd
optfntools/NEWS

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.