optplus-package: A replacement and extension of the optim() function, plus...

Description Details Author(s) References See Also

Description

Provides a replacement and extension of the optim() function to unify and streamline optimization capabilities in R for smooth, possibly box constrained functions of several or many parameters

The three functions ufn, ugr and uhess wrap corresponding user functions fn, gr, and hess so that these functions can be executed safely (via try()) and also so parameter or function scaling can be applied. The wrapper functions also allow for maximization of functions (via minimization of the negative of the function) using the logical parameter maximize.

There are three test functions, fnchk, grchk, and hesschk, to allow the user function to be tested for validity and correctness. However, no set of tests is exhaustive, and extensions and improvements are welcome. The package numDeriv is used for generation of numerical approximations to derivatives.

Details

Package: optplus
Version: 2012-6.18
Date: 2012-06-18
License: GPL-2
Lazyload: Yes
Depends: numDeriv
Suggests: BB, ucminf, Rcgmin, Rvmmin, minqa, setRNG, dfoptim
Repository: R-Forge
Repository/R-Forge/Project: optimizer

Index:

1
2
3
4
get.best     ???
get.result   Result extraction tool for answers from optimx
optansout    Output tool for answers from optimx
optimx       General-purpose optimization wrapper

Author(s)

John C Nash <nashjc@uottawa.ca> and Ravi Varadhan <RVaradhan@jhmi.edu>

Maintainer: John C Nash <nashjc@uottawa.ca>

References

Nash, John C. and Varadhan, Ravi (2011) Unifying Optimization Algorithms to Aid Software System Users: optimx for R, Journal of Statistical Software, publication pending.

See Also

optim


optplus documentation built on May 2, 2019, 6:48 p.m.