Dear R-users,
I am trying to port to R something that I wrote in Matlab to perform model
parameter optimization using the Nelder-Mead simplex method (fminsearch). I
read the help on ?optim (which seems to be the way to go) as well as a bunch
of posts on the topic, but I would like to make sure about something before
I spend to much time trying to reproduce something that is not possible. The
Matlab fminsearch has some nice features allowing the user to pass the
optimization status (i.e., iteration number, objective function value,
parameter estimate, algorithm porcedure,etc...) at each iteration to a
custom function. In turn, this allows to save the data to file or print
something to the shell.
Did anybody manage to get optim similarly output the optimization status at
each iteration to a function?
The control=(trace=...) argument seems only to return partial data to the
shell. Some post on the list also suggested to include some code inside the
objective function, but this implies the execution of the code at each
function evaluation rather than at each iteration.
Any feedback on the topic would be appreciated.
Sebastien
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