[Rd] stats package, optim and other optimization methods: more parameters?

Prof Brian Ripley ripley at stats.ox.ac.uk
Wed Nov 14 23:00:16 CET 2007

On Wed, 14 Nov 2007, Mike Preuss wrote:

> Dear R developers,
> concerning the stats package,
> is there a way to access more of the 'internal'
> parameters of the optim() methods (e.g. BFGS),
> without me rewriting optim code and using it as
> an internal, patched stats package? It may not
> sound useful to you, but for me it is important
> to be able to change the parameters as I want
> to apply parameter tuning methods. Currently,
> I'm doing so only on the very limited parameter
> set available via the control parameter, but
> e.g. for the CG and BFGS methods, this is practically
> empty. But there are internally set parameters
> (e.g. for the line searches), just they are not
> accessible from the outside.

Why don't you read the C code to find out?

You probably also need to read the reference to understand the choices 
made, and why the author didn't feel it useful to make them accessible.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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