egf_optimizer function

Define an Optimization Method

Utilities for linking an optimizer with optional arguments and control parameters to define an optimization method for use by egf.

egf_optimizer(f = nlminb, args = list(), control = list())

Arguments

• f: a function performing optimization. Supported are newton, optim, nlminb, nlm, and any optim-like function.

• args: a list of optional arguments to f not including control. If f = optim and args does not have method as an element, then method = "BFGS"

  is appended.

• control: a list of control parameters to be passed to f.

Returns

A list inheriting from class egf_optimizer containing the validated arguments, wherein f may be a new function wrapping the supplied one to make it optim-like.

Details

An optim-like function is a function f such that:

• the first three arguments of f specify an initial parameter vector, an objective function, and a gradient function, respectively;
• f accepts control as a fourth (or later) argument; and
• f returns a named list with elements par, value, convergence, and message.

Examples

optimizer <- egf_optimizer(nlminb)
str(optimizer)