Nothing
nlcg <- function(fn, gr, nvar = 0, nstart = 10, x0 = NULL, upper = 1, lower = 0, H0 = NULL, maxit = 1000,
fvalquit = -Inf, prtlevel = 0, version = "C", normtol = 1e-06, xnormquit = Inf, evaldist = 1e-04, ngrad = 0,
scale = 1, wolfe1 = 1e-04, wolfe2 = 0.5, quitLSfail = TRUE, strongwolfe = 1) {
if (!is.null(x0)) {
if (class(x0) == "numeric") {
x0 <- t(x0)
nstart <- 1
nvar = length(x0)
} else if (class(x0) == "matrix") {
nvar <- nrow(x0)
nstart <- ncol(x0)
} else stop("unknown initial value matrix, please enter a numeric vector or matrix")
} else {
nstart <- 10
M <- matrix(runif(nvar * nstart), nrow = nvar, ncol = nstart)
x0 <- (upper - lower) * M + lower
}
x <- matrix(NA, nvar, nstart)
f <- c()
g <- matrix(NA, nvar, nstart)
frec <- list()
alpharec <- list()
message <- list()
for (run in 1:nstart) {
tmp <- nlcg1run(fn, gr, x0[, run], H0, maxit, fvalquit, strongwolfe, version, prtlevel, normtol,
xnormquit, evaldist, ngrad, scale, wolfe1, wolfe2, quitLSfail)
# print(tmp)
x[, run] <- tmp$x
f[run] <- tmp$f
g[, run] <- tmp$g
frec[[run]] <- tmp$frec
alpharec[[run]] <- tmp$alpharec
message[[run]] <- tmp$message
}
list(x = x, f = f, g = g, frec = frec, alpharec = alpharec, message = message)
}
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