[R] question on "optim"

Hey Sky heyskywalker at yahoo.com
Wed Sep 15 22:34:10 CEST 2010


thanks. Ravi and Nash. 

I will read the new package and may use it after I am familiar with it. I may 
bother both of you when I have questions.thanks for that in advance.

Nan
from Montreal






Hi Nan, 
You can take a look at the "optimx" package on CRAN.  John Nash and I wrote this 
package to help lay and sophisticated users alike.  This package unifies various 
optimization algorithms in R for smooth, box-constrained optimization. It has 
features for checking objective function, gradient (and hessian) specifications.  
It checks for potential problems due to poor scaling; checks feasibility of 
starting values.  It provides diagnostics (KKT conditions) on whether or not a 
local optimum has been located.  It also allows the user to run various 
optimization algorithms in one simple call, which is essentially identical to 
"optim" call. This feature can be especially useful for developers to benchmark 
different algorithms and choose the best one for their class of problems. 

http://cran.r-project.org/web/packages/optimx/index.html 
Ravi.



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