Rvmminu {optimx} | R Documentation |
An R implementation of a variable metric method for minimization of unconstrained nonlinear functions. The "q" version has the line search augmented with one step of quadratic inverse interpolation.
See the manual Rvmmin.Rd for details.
Rvmminu(par, fn, gr, control = list(), ...)
par |
A numeric vector of starting estimates. |
fn |
A function that returns the value of the objective at the
supplied set of parameters |
gr |
A function that returns the gradient of the objective at the
supplied set of parameters Note that a gradient function MUST be provided. See the manual for
|
control |
An optional list of control settings. See the manual Rvmmin.Rd for details. Some control elements apply only when parameters are bounds constrained and are not used in this function. |
... |
Further arguments to be passed to |
This routine is intended to be called from Rvmmin
, which will, if
necessary, supply a gradient approximation. However, some users will want
to avoid the extra overhead, in which case it is important to provide an
appropriate and high-accuracy gradient routine.
Functions fn
must return a numeric value.
A list with components:
par |
The best set of parameters found. |
value |
The value of the objective at the best set of parameters found. |
counts |
A vector of two integers giving the number of function and gradient evaluations. |
convergence |
An integer indicating the situation on termination of the function.
|
message |
A description of the situation on termination of the function. |
####in Rvmmin.Rd ####