[Rd] optim: why is REPORT not used in SANN?
maechler at stat.math.ethz.ch
Sat Apr 5 16:16:05 CEST 2008
>>>>> "TP" == Thomas Petzoldt <Thomas.Petzoldt at tu-dresden.de>
>>>>> on Sun, 16 Mar 2008 13:50:55 +0100 writes:
TP> Hello, I wonder why the control parameter REPORT is not
TP> supported by method SANN. Looking into optim.c I found
TP> an internal constant:
TP> #define STEPS 100
TP> ... and decreasing this to 10 helped me fine-tuning the
TP> annealing parameters in an actual problem.
TP> Is there any reason why not passing nREPORT to samin and
TP> setting something like:
TP> STEPS = nREPORT / tmax
Sorry to reply late (but then, rather than never ..).
You ask for reasons... I see/guess :
- the SANN method also was contributed from "outside"
(as ?optim mentions); and the original authors may not have
seen a use for such more flexible monitoring.
- the R core members are probably not using 'samin' very often
- If there is a need you can write the function you are
optimizing in a way that it prints info.
- Nobody has contributed a well-tested patch against R-devel to
both code and documentation
which would implement your proposal ___ BACK COMPATIBLY __
(i.e. the default for SANN should remain to print every 100th;
and this differs from the default for BFGS where the default
'REPORT' leads to output every 10th eval).
TP> Thomas P.
TP> -- Thomas Petzoldt Technische Universitaet Dresden
TP> Institut fuer Hydrobiologie
TP> thomas.petzoldt at tu-dresden.de 01062 Dresden
TP> http://tu-dresden.de/hydrobiologie/ GERMANY
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