This function creates optimizer functions with arguments.
h_get_optimizers(
optimizer = c("L-BFGS-B", "BFGS", "CG", "nlminb"),
optimizer_fun = h_optimizer_fun(optimizer),
optimizer_args = list(),
optimizer_control = list()
)Named list of optimizers created by h_partial_fun_args().
(character)
names of built-in optimizers to try, subset
of "L-BFGS-B", "BFGS", "CG" and "nlminb".
(function or list of function)
alternatively to optimizer,
an optimizer function or a list of optimizer functions can be passed directly here.
(list)
additional arguments for optimizer_fun.
(list)
passed to argument control in optimizer_fun.
If you want to use only the built-in optimizers:
optimizer is a shortcut to create a list of built-in optimizer functions
passed to optimizer_fun.
Allowed are "L-BFGS-B", "BFGS", "CG" (using stats::optim() with corresponding method)
and "nlminb" (using stats::nlminb()).
Other arguments should go into optimizer_args.
If you want to use your own optimizer function:
Make sure that there are three arguments: parameter (start value), objective function and gradient function are sequentially in the function arguments.
If there are other named arguments in front of these, make sure they are correctly
specified through optimizer_args.
If the hessian can be used, please make sure its argument name is hessian and
please add attribute use_hessian = TRUE to the function,
using attr(fun, "use_hessian) <- TRUE.