Carries out optimization (finding a maximum)

A wrapper to use several optimization routines

Usage

optimizer(
  optimmethod = "simplex",
  optimpars = c(1e-04, 1e-04, 1e-06, 1000),
  num_cycles = 1,
  fun,
  trparsopt,
  jitter = 0,
  ...
)

optimmethod: The method to use for optimization. There is a choice of: 'simplex', which is a simplex algorithm that shows (when verbose > 0) the optimization trajectory. 'subplex', from the package with the same name 'DEoptim', from the package with the same name 'pso', from the package with the same name 'optim::name_of_algorithm', the algorithm from the optim package (e.g. "Nelder-Mead", "BFGS", "CG", "L-BFGS-B", "SANN", or "Brent")
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

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

Rampal S. Etienne


cat("No examples")
#> No examples