Carries out optimization (finding a minimum)

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,
  ...
)

Arguments

optimmethod

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

optimpars

Parameters of the optimization: 1) relative tolerance in function arguments, 2) relative tolerance in function value, 3) absolute tolerance in function arguments as well as the function value, 4) maximum number of iterations and 5) TRUE/FALSE flag to allow verbose output when using the simplex method, default is TRUE

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 optimimized, or settings of the optimization routine

Value

out

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

.

Author

Rampal S. Etienne

Examples

cat("No examples")
#> No examples