Provides a replacement and extension of the optim() function to call to several function minimization codes in R in a single statement. These methods handle smooth, possibly box constrained functions of several or many parameters. Note that function 'optimr()' was prepared to simplify the incorporation of minimization codes going forward. Also implements some utility codes and some extra solvers, including safeguarded Newton methods. Many methods previously separate are now included here.
NEWS about R package optimx
TODO o Rvmmin gives warning when called with no gradient. Use control "usenumDeriv=TRUE" to overcome this. 130411
o The bdmsk vector is set clumsily for Rvmmin.
VERSION 2013-10-27
o Fix obscure bug when Inf specified for one bound only for Rvmmin.
VERSION 2013-10-21
o Keep hessOK TRUE even if we must symmetrize Hessian.
o Fix issue that gr=NULL did not use "grfwd" for Rvmmin, Rcgmin
VERSION 2013-08-02
o Change startup to avoid warning messages for missing methods.
Add function to check which methods available.
o UOBYQA is present in optimx.run.R, but is not included in the list of
"all.methods" in optimx.setup.R. It should be possible to run UOBYQA
by including "uobyqa" in the list of methods in a direct call to optimx.run.R.
VERSION 2013-07-09
o patch for missing "details" behaviour
o point to example of use of "follow.on" control
VERSION 2013-07-03
o added control usenumDeriv
VERSION 2013-06-04
o improved coef() function to extract parameters
VERSION 2013-05-03
o removed optansout.R, get.result.R, get.best.R (no longer needed)
VERSION 2013-04-30
o added optimx<-.coef
VERSION 2013-04-29
o removed help pages documenting obsolete features
VERSION 2013-04-06
o nmkb and hjkb had no ... arguments in call. Fixed.
o L-BFGS-B (and possibly other optim() methods) return no gevals (count[[2]])
on failure. Forced to NA in case of try-error.
VERSION 2013-04-05
o Fixed maximize of function without gradient function. Also glitch
(not tested or encountered) with user supplied Hessian function when
maximizing.
o Separate .Rd files for coef() and summary()
o Use have.bounds to select bounds and unconstrained methods where there
is a choice to avoid duplication of tests. This has been done for
hjk, nmk, Rcgmin, Rvmmin
o Revision of output description in optimx.Rd; some simplifications.
o Parameter names preserved from starting vector, or "p1", "p2", etc. used.
There is a test for these in the ox demo().
VERSION 2013-04-03
o in summary.optimx no re-ordering is now specified using order = NULL
o Fixup of examples -- simplified, corrected call to details
VERSION 2013-04-02
o in summary.optimx the order= argument may now be an unevaluated
expression (as before), a string representation of that expression or
a character vector of names, e.g. these all work:
order = value # unevaluated expression
order = "value" # character string containing column name
order = list(fevals, gevals) # unevaluated list
order = c("fevals", "gevals") # character vector of column names
order = list(round(value,3), fevals) # unevaluated list
order = "list(round(value,3),fevals)" # expression as string
VERSION 2013-03-29
o Note that asking for a method that is NOT in the results will return
a row with rowname (the method name) as "NA". Note that this will NOT
test TRUE with is.na() on the rowname. Use instead a test like
(row.names(ans8missmeth["Rvmmin",])[[1]] == "NA")
o kkt1 and kkt2 in results now returned TRUE/FALSE as in 2012 versions
o Fixed error in kkt2 test (using old name evnhatend rather than hev)
o Results are no longer sorted by optimx, but can be using the 'summary()'
function. This can be called in a variety of ways. ?? see examples in??
o The 'details' are always kept in a matrix form, even when only one
method has been used.
o 'convcode' is used in place of 'convergence' in result structure
o There is a directory inst/interactive-test that contains ox.R test
script that pauses so user can see interim results.
o As a result of several issues, the result structure is changed from
that of optimx 2012 versions. It is now a data frame with a `details'
attribute. Also an 'npar' attribute to give the number of parameters,
and a 'maximize' attribute that is TRUE when the function is to be
maximized.
VERSION 2013-03-28
o print.optimx dropped. Not needed as print defaults to print.data.frame.
o added summary.optimx which has order= and par.select= arguments
o order= is an expression or list of expressions using the column names
of the "optimx" object as variables (plus the variable rownames).
o par.select = FALSE now has same meaning as par.select = 0 (rather than
being an error)
o [.optimx now subsets details attribute too
o method column from details attribute dropped and moved to row names
VERSION 2013-03-27
o created unit test framework with 2 unit tests in
inst/unitTests/runit.all.R.
To run: demo("unitTests")
VERSION 2013-03-25
o [.optimx and as.data.frame.optimx added
o coef.optimx fixed to reflect new ans.ret
VERSION 2013-03-22
o ans.ret structure changed
VERSION 2013-03-21
o maximize works with print(x, best.only=TRUE)
o KKT checks can be switched off. Decided to NOT separate the code from
optimx.run UNTESTED
o optimx.setup, optimx.run, optimx.check are NOT exported in NAMESPACE,
but a knowledgeable user could use these codes directly, either from
the source code or by modifying the package locally.
VERSION 2013-03-18
o removed method= and columns= arguments from print.optimx and added
best.only
o removed print.optimx help page and moved it to the optimx help page
o the row names of the optimx output now show the method and the method
column has been removed
VERSION 2013-03-18
o Removed all user accessible functions except optimx and added
print.optimx.
VERSION 2013-3-16
TODOS: Check the maximize flag works in all routines,
especially get.best.
Splitting of optimx so preparation and loading
is separate from running.
all.methods = TRUE ??
o get.result now emits a warning if method requested is not in
optimx solution
o attempt 2013-3-17 to include summary() in methods to replace
trimpars()