[Rd] optim: why is REPORT not used in SANN?

Martin Maechler 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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