Date: Fri, 6 Aug 2010 11:14:37 +0200
From: Christophe Dutang <duta...@gmail.com>
To: r-devel@r-project.org
Subject: [Rd] on the optim function
Message-ID: <7e004a07-03e1-4ded-a506-6c564edb6...@gmail.com>
Content-Type: text/plain; charset=us-ascii
Dear useRs,
I have just discovered that the R optim function does not return the number of
iterations.
I still wonder why line 632-634 of optim C, the iter variable is not returned
(for the BFGS method for example) ?
Is there any trick to compute the iteration number with function call number?
Kind regards
Christophe
--
Christophe Dutang
Ph.D. student at ISFA, Lyon, France
website: http://dutangc.free.fr
For BFGS the number of iterations is the number of gradient evaluations i.e.,
counts[2]
For most of the optimization tools available for R (not just in optim), these counts are a
nightmare for developers who want some consistent naming and meaning, as Ravi Varadhan and
I can attest in our efforts to build the optimx() wrapper. It can also be debated for some
methods what constitutes an "iteration".
Best, JN
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