bmstep: Compute the maximum step along a search direction.
Description
Nonlinear optimization problems often have explicit or implicit upper and
lower bounds on the parameters of the function to be miminized or maximized. These are
called bounds or box constraints. Some of the parameters may be fixed for a given problem
or for a temporary trial. These fixed, or masked, paramters are held at one value during
a specific 'run' of the optimization.
The bmstep() function computes the maximum step possible (which could be infinite)
along a particular search direction from current parameters to bounds.
A numeric vector of starting values of the optimization function parameters.
srchdirn
A numeric vector giving the search direction.
lower
A vector of lower bounds on the parameters.
upper
A vector of upper bounds on the parameters.
bdmsk
An indicator vector, having 1 for each parameter that is "free" or
unconstrained, and 0 for any parameter that is fixed or MASKED for the
duration of the optimization. Partly for historical reasons, we use the
same array during the progres
trace
An integer that controls whether diagnostic information is displayed.
A positive value displays information, 0 (default) does not.
Value
A double precision value or Inf giving the
maximum step to the bounds.
encoding
UTF-8
Details
The bmstep function will compute and return (as a double or Inf) the
maximum step to the bounds.