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optimbase (version 1.0-9)

optimbase: S3 optimbase classes

Description

These functions support the S3 class 'optimbase' and related S3 classes 'optimbase.outputargs' and 'optimbase.functionargs'. They are intended to either create objects of these classes, check if an object is of these classes, or coerce it to one of these classes.

Usage

optimbase(verbose, x0, fx0, xopt, fopt, tolfunabsolute, tolfunrelative, tolfunmethod, tolxabsolute, tolxrelative, tolxmethod, maxfunevals, funevals, maxiter, iterations, fun, status, historyxopt, historyfopt, verbosetermination, outputcommand, outputcommandarg, numberofvariables, storehistory, costfargument, boundsmin, boundsmax, nbineqconst, logfile, logfilehandle, logstartup, withderivatives) optimbase.outputargs(...) optimbase.functionargs(...) "print"(x,verbose=FALSE,...) "is"(x=NULL) "summary"(object,showhistory,...) "is"(x=NULL) "as"(x=NULL) "is"(x=NULL) "as"(x=NULL)

Arguments

verbose
The verbose option, controlling the amount of messages.
x0
The initial guess.
fx0
The value of the function for the initial guess.
xopt
The optimum parameter.
fopt
The optimum function value.
tolfunabsolute
The absolute tolerance on function value.
tolfunrelative
The relative tolerance on function value.
tolfunmethod
Logical flag for the tolerance on function value in the termination criteria. This criteria is suitable for functions which minimum is associated with a function value equal to 0.
tolxabsolute
The absolute tolerance on x..
tolxrelative
The relative tolerance on x.
tolxmethod
Possible values: FALSE, TRUE.
maxfunevals
The maximum number of function evaluations.
funevals
The number of function evaluations.
maxiter
The maximum number of iterations.
iterations
The number of iterations.
fun
The cost function.
status
The status of the optimization.
historyxopt
The list to store the history for xopt. The vectors of estimates will be stored on separated levels of the list, so the length of historyfopt at the end of the optimization should be the number of iterations.
historyfopt
The vector to store the history for fopt. The values of the cost function will be stored at each iteration in a new element, so the length of historyfopt at the end of the optimization should be the number of iterations.
verbosetermination
The verbose option for termination criteria.
outputcommand
The command called back for output. This must be a valid R function accepting the following arguments:
state
A character string, typically indicating the status of the algorithm.

data
A list containing at least the following elements:
x
the current point estimate,

fval
the value of the cost function at the current point estimate,

iteration
the current iteration index,

funccount
the number of function evaluations.

fmsdata
An optional object of class 'optimbase.outputargs'.

outputcommandarg
The outputcommand argument is initialized as an empty object of class 'optimbase.outputargs' passed to the command defined in the outputcommand element of the optimbase object. This object has no required structure or content but is typically a list which may be used to provide some extra information to the output command.
numberofvariables
The number of variables to optimize.
storehistory
The flag which enables/disables the storing of the history.
costfargument
The costf argument is initialized as an empty object of class 'optimbase.functionargs'. This object has no required structure or content but is typically a list which may be used to provide some information to the cost function'.
boundsmin
Minimum bounds for the parameters.
boundsmax
Maximum bounds for the parameters.
nbineqconst
The number of nonlinear inequality constraints.
logfile
The name of the log file.
logfilehandle
The handle for the log file.
logstartup
Set to TRUE when the logging is started up.
withderivatives
Set to TRUE when the method uses derivatives.
...
optional arguments to 'print' or 'plot' methods.
x
An object of class 'optimbase'.
object
An object of class 'optimbase'.
showhistory
Optional logical flag, to define whether optimization history must be summarized or not.

Value

The optimbase function returns a new object of class 'optimbase', i.e. a list containing the following elements:
verbose
Default is FALSE.
x0
Default is NULL.
fx0
Default is NULL.
xopt
Default is 0.
fopt
Default is 0.
tolfunabsolute
Default is 0.
tolfunrelative
Default is .Machine$double.eps.
tolfunmethod
Default is FALSE.
tolxabsolute
Default is 0.
tolxrelative
Default is .Machine$double.eps.
tolxmethod
Default is TRUE.
maxfunevals
Default is 100.
funevals
Default is 0.
maxiter
Default is 100.
iterations
Default is 0.
fun
Default is ''.
status
Default is ''.
historyfopt
Default is NULL.
historyxopt
Default is NULL.
verbosetermination
Default is FALSE.
outputcommand
Default is ''.
outputcommandarg
Default is ''. If the user configures this element, it is expected to be an object of class 'optimbase.outputargs' or will be coerced to an object of class 'optimbase.outputargs'.
numberofvariables
Default is 0.
storehistory
Default is FALSE.
costfargument
Default is ''. If the user configures this element, it is expected to be an object of class 'optimbase.functionargs' or will be coerced to an object of class 'optimbase.functionargs'.
boundsmin
Default is NULL.
boundsmax
Default is NULL.
nbineqconst
Default is 0.
logfile
Default is ''.
logfilehandle
Default is 0.
logstartup
Default is FALSE.
withderivatives
Default is FALSE.
The print.optimbase and is.optimbase functions are S3 method for objects of class 'optimbase'. The showhistory argument can be provided to the print.optimbase function to indicate whether or not the history of optimization should be printed.The optimbase.outputargs function returns a new object of class 'optimbase.outputargs', i.e. a list of all arguments provided by the user. The is.optimbase.outputargs functions are S3 method for objects of class 'optimbase.outputargs'.The optimbase.functionargs function returns a new object of class 'optimbase.functionargs', i.e. a list of all arguments provided by the user. The is.optimbase.functionargs functions are S3 method for objects of class 'optimbase.functionargs'.