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.

Author
John C Nash <nashjc@uottawa.ca>
Date of publication
2013-04-10 19:31:22
Maintainer
John C Nash <nashjc@uottawa.ca>
License
GPL-2
Version
2012-08.03

View on R-Forge

Man pages

get.best
Return best optimx result in the form that optim() returns
get.result
Result extraction tool for answers from optimx
optansout
Output tool for answers from optimx
optimx
General-purpose optimization
optplus-package
A replacement and extension of the optim() function, plus...

Files in this package

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