uhess: Wrapper for user Hessian function for optimization tools
Description
Provides a wrapper around user analytic Hessian function for nonlinear optimization
to try to control for inadmissible arguments to user that function,
as well as provide for maximization.
Usage
uhess(par, fnuser)
Arguments
par
A vector of parameters to the user-supplied function fn
fnuser
A user-supplied function object that has three sub-functions
fn, gr, and hess. fn generates the scalar numerical value of the
objective function, gr its vector valued gradient (or is NULL) and
hess a numerical matrix for the Hes
Value
uhess returns a matrix numeric value, but if the inputs to the function
are inadmissible, all elements are set to the R
constant .Machine$double.xmax and the
computation of fn fails. The returned value has an attribute
inadmissible which is returned TRUE in this case, but otherwise
is FALSE.
encoding
UTF-8
concept
minimization
maximization
Details
Note that a FIXED name environment opx12env is used to carry the
user's fn, gr and hess and the counters.