optplus: A wrapper for optimization methods (function minimization with at most bounds and masks).

A wrapper for running many optimization tools. These are primarily function minimization methods with at most bounds and masks on the parameters. By calls to optextras, 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 publication2013-04-10 19:31:22
MaintainerJohn C Nash <nashjc@uottawa.ca>
LicenseGPL-2
Version2012-08.03

View on R-Forge

Files

optplus/DESCRIPTION
optplus/NAMESPACE
optplus/NEWS
optplus/R
optplus/R/bmstep.R optplus/R/get.best.R optplus/R/get.result.R optplus/R/grnd.R optplus/R/optansout.R optplus/R/optimx.R
optplus/demo
optplus/demo/00Index
optplus/demo/brown_test.R
optplus/demo/brown_testRV.R
optplus/demo/broydt_test.R
optplus/demo/chen_test.R
optplus/demo/chenlog_test.R
optplus/demo/froth_test.R
optplus/demo/maxtestJN.R
optplus/demo/poissmix_test.R
optplus/demo/rosbkext_test.R
optplus/demo/sc2_test.R
optplus/demo/trig_test.R
optplus/demo/valley_test.R
optplus/demo/vmmix_test.R
optplus/man
optplus/man/get.best.Rd optplus/man/get.result.Rd optplus/man/optansout.Rd optplus/man/optimx.Rd optplus/man/optplus-package.Rd

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.