[R] Gradients in optimx

[John C Nash]

I've started to work on this again, and can confirm there seems to be some sort of bug in
the gradient test at the beginning of the current R-forge version of optimx. It is not
something obvious, and looks like a mixup in arguments to functions, which have been an
issue since I've been trying to trap NaN and Inf returns.

Worse, making the control starttests = FALSE fails because there I inadvertently put the
initial function calculation inside the block that does the tests. Sigh.

Will try to get something done by end of this week. (This will be R-forge version.)

JN

On 08/31/2011 09:31 AM, Ravi Varadhan wrote:
> Hi Reuben,
> 
>  
> 
> I am puzzled to note that the gradient check in “optimx” does not work for you.  Can you
> send me a reproducible example so that I can figure this out?
> 
>  
> 
> John – I think the best solution for now is to issue a “warning” rather than an error
> message, when the numerical gradient is not sufficiently close to the user-specified
> gradient. 
> 
>  
> 
> Best,
> 
> Ravi.
> 
>  
> 
> -------------------------------------------------------
> 
> Ravi Varadhan, Ph.D.
> 
> Assistant Professor,
> 
> Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University
> 
>  
> 
> Ph. (410) 502-2619
> 
> email: rvaradhan at jhmi.edu <mailto:rvaradhan at jhmi.edu>
> 
>  
>