Tools to Support Optimization Possibly with Bounds and Masks


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Documentation for package ‘optextras’ version 2016-8.8

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axsearch Perform axial search around a supposed minimum and provide diagnostics
bmchk Check bounds and masks for parameter constraints used in nonlinear optimization
bmstep Compute the maximum step along a search direction.
fnchk Run tests, where possible, on user objective function
gHgen Generate gradient and Hessian for a function at given parameters.
gHgenb Generate gradient and Hessian for a function at given parameters.
grback Backward difference numerical gradient approximation.
grcentral Central difference numerical gradient approximation.
grchk Run tests, where possible, on user objective function and (optionally) gradient and hessian
grfwd Forward difference numerical gradient approximation.
grnd A reorganization of the call to numDeriv grad() function.
hesschk Run tests, where possible, on user objective function and (optionally) gradient and hessian
kktchk Check Kuhn Karush Tucker conditions for a supposed function minimum
optextras A replacement and extension of the optim() function, plus various optimization tools
optsp Forward difference numerical gradient approximation.
scalechk Check the scale of the initial parameters and bounds input to an optimization code used in nonlinear optimization