[R] iteration history

[Marco Geraci]

Hi, I never used the function 'optim' so I took a look
at ?optim.
you'll find the following

The 'control' argument is a list that can supply any
of the following components:
     'trace' Non-negative integer. If positive,
tracing information on the progress of the
optimization is produced. Higher values may produce
more tracing information: for method '"L-BFGS-B"'
there are six levels of tracing

so the usage for 'trace' is
> optim(..., control=list(trace = k))
where k is >= 0. 
You might want to "play" with different methods and
values for 'trace' and see if you can get what you
want.

hope this helps,

Marco Geraci

--- Robert Mcfadden <robert-mcfadden at o2.pl> wrote:

> Dear R Users
> I would like to use optim function to optimize a
> function. I read help but I
> couldn't find what I need: is it possible to get
> information after each
> iteration, for example as there is in MATLAB:
>                                                     
>    Gradient's 
>  Iteration  Func-count       f(x)        Step-size  
>    infinity-norm
>      0          24          388.976                 
>           14
>      1          72           385.67      0.0292637  
>         16.8  
>      2          96           383.54              1  
>         4.15  
>      3         120          383.412              1  
>        0.108  
>      4         144          383.412              1  
>        0.002  
>      5         168          383.412              1  
>      0.00149  
>      6         192          383.412              1  
>    6.23e-005  
>      7         216          383.412              1  
>    1.01e-005  
>    
> 
> It is useful when iteration takes long time - I know
> what's happen
> I would appreciate any suggestion
> 
> Robert
> 
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