1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
|
polyopt <- function(par, fn, gr=NULL, lower=-Inf, upper=Inf,
methcontrol=NULL, hessian=FALSE, control=list(), ...) {
nmeth <- nrow(methcontrol)
npar <- length(par)
if (nmeth < 1) stop("polyopt: no starting parameters!")
ans.ret <- matrix(NA, nrow=nmeth, ncol=npar+4)
ans.ret <- data.frame(ans.ret)
pstring<-names(par)
if (is.null(pstring)) {
pstring <- NULL
for (j in 1:npar) { pstring[[j]]<- paste("p",j,sep='')}
}
cnames <- c(pstring, "value", "fevals", "gevals", "convergence")
colnames(ans.ret) <- cnames
row.names(ans.ret) <- 1:nmeth
cpar <- par # use initial parameters here
# ?? may want a lot of checks here
for (imeth in 1:nmeth){
meth <- as.character(methcontrol[imeth,1]) # name of method
cat("Method ",imeth," :",meth,"\n")
control$maxit <- methcontrol[[imeth,2]]
control$maxfeval <- methcontrol[imeth,3]
## ?? do we need this -- should be able to handle infinite or null bounds
if ((is.null(lower) && is.null(upper)) || (is.infinite(lower) && is.infinite(upper))) {
# cat("calling optimr unconstrained\n")
ans <- optimr(cpar, fn=fn, gr=gr,
method=meth, hessian=FALSE, control=control, ...)
} else {
# cat("calling optimr bounded\n")
ans <- optimr(cpar, fn=fn, gr=gr, lower=lower, upper=upper,
method=meth, hessian=FALSE, control=control, ...)
}
# ans$xtimes <- NA # 160703 -- not yet available
addvec <- c(ans$par, ans$value, ans$counts[1], ans$counts[2],
ans$convergence)
# print(addvec)
cpar <- ans$par # copy the parameters for next method
# print(cpar)
ans.ret[imeth,] <- addvec
}
ans.ret
} ## end of polyopt
|
