[R] iteration history

Gabor Grothendieck ggrothendieck at gmail.com
Mon Feb 6 22:13:11 CET 2006


Check out:

https://www.stat.math.ethz.ch/pipermail/r-devel/2006-January/036034.html

On 2/6/06, Robert Mcfadden <robert-mcfadden at o2.pl> wrote:
> Dear R Users
> I would like to use optim function to optimize a function. I read help but I
> couldn't find what I need: is it possible to get information after each
> iteration, for example as there is in MATLAB:
>                                                        Gradient's
>  Iteration  Func-count       f(x)        Step-size      infinity-norm
>     0          24          388.976                            14
>     1          72           385.67      0.0292637           16.8
>     2          96           383.54              1           4.15
>     3         120          383.412              1          0.108
>     4         144          383.412              1          0.002
>     5         168          383.412              1        0.00149
>     6         192          383.412              1      6.23e-005
>     7         216          383.412              1      1.01e-005
>
>
> It is useful when iteration takes long time - I know what's happen
> I would appreciate any suggestion
>
> Robert
>
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