optextras : Tools to Support Optimization Methods

Package: optextras
Version: 2013-10.28
Date: 2013-10-28
Title: Tools to Support Optimization Methods
Authors@R: c( person(given = c("John", "C."), family = "Nash", role =
c("aut", "cre"), email = "nashjc@uottawa.ca") )
Maintainer: John C. Nash <nashjc@uottawa.ca>
Description: Tools to assist in safely applying user-generated objective and
derivative functions to optimization programs. "Optimization" at the
time of writing refers primarily to function minimization methods with at most
bounds and masks on the parameters.
Tools are provided to check the basic computation of objective functions that
the user provides, along with proposed gradient and Hessian functions,
as well as to wrap such functions to avoid failures when inadmissible parameters
are provided. Checks on bounds and masks (fixed parameters) are available, as
are a check on scaling or optimality conditions. An axial search to seek lower
points on the objective function surface is included. Though numDeriv is
used as the primary tool for numerical derivative approximations, forward,
central and backward gradient approximation codes for convenience.
License: GPL-2
Depends: numDeriv
Author: John C. Nash [aut, cre]
NeedsCompilation: no
Packaged: 2014-12-04 16:23:03 UTC; john
Repository: CRAN
Date/Publication: 2014-12-05 23:51:34