[R-SIG-Finance] Parma Package specifically, parmaspec

[Alexios Ghalanos]

Hi Steve,

'parmaspec' only defines the setup/specification. It is the 'parmasolve' function which does the optimization....look at the 'solver.control' option with which you can pass additional options to the nloptr or cmaes solvers (for NLP and GNLP type problems respectively)...for GLPK (LP and MILP) there are no options.

Hope that helps.

Regards,

Alexios

Sent from my iPhone

On Aug 8, 2013, at 18:23, Steve Greiner <sgreiner at factset.com> wrote:

> This package is pretty amazing, I have to say.  However I have a question on limiting the optimization searching by either time or by
> Iterations.  Unfortunately, I cannot find any option in the Parma Package doc on the method "parmaspec" to limit by either.  In my usage,
> there's an occasion  where perhaps I set infeasible constraints or some such and it goes into a seemingly infinite loop that I have to use
> task manage to interrupt the process.  Is there some way to stop "parmaspec" after so many iterations or time limits?  Preferably it would
> best solution at found out to that point.  Thoughts?
> Steve
> 
> Steven P. Greiner, Ph.D.
> Director of Portfolio Risk
> www.FactSet.com/risk
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> FactSet Research Systems, Inc.
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