[R] How to define stopping criterium for Optim with L-BFGS-B
ZABALZA-MEZGHANI Isabelle
Isabelle.ZABALZA-MEZGHANI at ifp.fr
Wed Jun 23 12:18:36 CEST 2004
Hi,
I am using optim with a L-BFGS-B method to minimize a function. As I've
understood, the way to specify a tolerance for stopping optimization is
through "factr" argument.
My function, is by construction, minimal when equal to 1. I wonder if there
is any way to pass this info to "optim". If not, how "factr" argument works
(I am quite confused about the relationship between this argument and the
Machine eps). Please, could someone give me an example ?
Thanks in advance
Isabelle.
I Zabalza-Mezghani
IFP - France
__________________________
Ce message (et toutes ses pièces jointes éventuelles) est confidentiel et établi à l'intention exclusive de ses destinataires. Toute utilisation de ce message non conforme à sa destination, toute diffusion ou toute publication, totale ou partielle, est interdite, sauf autorisation expresse. L'IFP décline toute responsabilité au titre de ce message.
This message and any attachments (the message) are confident...{{dropped}}
More information about the R-help
mailing list