DDD (version 5.2.2)

optimizer: Carries out optimization (finding a minimum)

Description

A wrapper to use several optimization routines, currently only 'simplex' (a method adopted from Matlab, or 'subplex', from the R package subplex). The function is called from several packages by the same author.

Usage

optimizer(
  optimmethod = "simplex",
  optimpars = c(1e-04, 1e-04, 1e-06, 1000),
  num_cycles = 1,
  fun,
  trparsopt,
  jitter = 0,
  ...
)

Value

out

A list containing optimal function arguments (par, the optimal function value (fvalues) and whether the optimization converged (conv)

.

Arguments

optimmethod

The method to use for optimization, either 'simplex' or 'subplex'

optimpars

Parameters of the optimization: relative tolerance in function arguments, relative tolerance in function value, absolute tolerance in function arguments, and maximum number of iterations

num_cycles

Number of cycles of the optimization. When set to Inf, the optimization will be repeated until the result is, within the tolerance, equal to the starting values, with a maximum of 10 cycles.

fun

Function to be optimized

trparsopt

Initial guess of the parameters to be optimized

jitter

Perturbation of an initial parameter value when precisely equal to 0.5; this is only relevant when subplex is chosen. The default value is 0, so no jitter is applied. A recommended value when using it is 1E-5.

...

Any other arguments of the function to be optimimzed, or settings of the optimization routine

Author

Rampal S. Etienne

Examples

cat("No examples")