R/gradsamp1run.R

In rHanso: An R Implementation of Hybrid Algorithm for Non-Smooth Optimization (HANSO)

gradsamp1run <- function(fn, gr, x0, nvar = length(x0), f0 = fn(x0), g0 = gr(x0), samprad = c(1e-04, 1e-05, 
    1e-06), maxit = 1000, normtol = 1e-04, ngrad = min(2 * nvar, 100, nvar + 10), fvalquit = -Inf, prtlevel = 1) {
    
    mess <- c()
    for (choice in 1:length(samprad)) {
        tmp <- gradsampfixed(fn, gr, x0, nvar, samprad[choice], f0, g0, maxit, normtol, ngrad, fvalquit, 
            prtlevel)
        # print(tmp)
        if (tmp$quitall) 
            return(list(x = tmp$x, f = tmp$f, g = tmp$g, dnorm = tmp$dnorm, X = tmp$X, G = tmp$G, w = tmp$w))
        x0 <- tmp$x
        
        f0 <- tmp$f
        g0 <- tmp$g
        mess[choice] <- tmp$mess
    }
    return(list(x = x0, f = f0, g = g0, dnorm = tmp$dnorm, X = tmp$X, G = tmp$G, w = tmp$w, message = c(mess)))
}