grback: Backward difference numerical gradient approximation.

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

Description

grback computes the backward difference approximation to the gradient of user function userfn.

Usage

   grback(par, userfn, fbase=NULL, eps=1.0e-7, ...)

Arguments

par	parameters to the user objective function userfn
userfn	User-supplied objective function
fbase	The value of the function at the parameters, else NULL. This is to save recomputing the function at this point.
eps	a small number used to generate the finite difference step
...	optional arguments passed to the objective function.

Details

Package:	grback
Depends:	R (>= 2.6.1)
License:	GPL Version 2.

Value

grback returns a single vector object df which approximates the gradient of userfn at the parameters par.

Author(s)

John C. Nash

Examples

cat("Example of use of grfwd\n")

myfn<-function(xx, shift=100){
    ii<-1:length(xx)
    result<-shift+sum(xx^ii)
}

xx<-c(1,2,3,4)
ii<-1:length(xx)
print(xx)
gn<-grback(xx,myfn, shift=0)
print(gn)
ga<-ii*xx^(ii-1)
cat("compare to\n")
print(ga)

optfntools documentation built on May 2, 2019, 4:26 p.m.