[R] question on "optim"
Hey Sky
heyskywalker at yahoo.com
Wed Sep 15 22:34:10 CEST 2010
thanks. Ravi and Nash.
I will read the new package and may use it after I am familiar with it. I may
bother both of you when I have questions.thanks for that in advance.
Nan
from Montreal
Hi Nan,
You can take a look at the "optimx" package on CRAN. John Nash and I wrote this
package to help lay and sophisticated users alike. This package unifies various
optimization algorithms in R for smooth, box-constrained optimization. It has
features for checking objective function, gradient (and hessian) specifications.
It checks for potential problems due to poor scaling; checks feasibility of
starting values. It provides diagnostics (KKT conditions) on whether or not a
local optimum has been located. It also allows the user to run various
optimization algorithms in one simple call, which is essentially identical to
"optim" call. This feature can be especially useful for developers to benchmark
different algorithms and choose the best one for their class of problems.
http://cran.r-project.org/web/packages/optimx/index.html
Ravi.
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