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Unifying optimization algorithms to aid software system users: Optimx for R
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نویسنده
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nash j.c. ,varadhan r.
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منبع
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journal of statistical software - 2011 - دوره : 43 - - کد همایش: - صفحه:1 -14
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چکیده
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R users can often solve optimization tasks easily using the tools in the optim function in the stats package provided by default on r installations. however,there are many other optimization and nonlinear modelling tools in r or in easily installed add-on packages. these present users with a bewildering array of choices. optimx is a wrapper to consolidate many of these choices for the optimization of functions that are mostly smooth with parameters at most bounds-constrained. we attempt to provide some diagnostic information about the function,its scaling and parameter bounds,and the solution characteristics. optimx runs a battery of methods on a given problem,thus facilitating comparative studies of optimization algorithms for the problem at hand. optimx can also be a useful pedagogical tool for demonstrating the strengths and pitfalls of different classes of optimization approaches including newton,gradient,and derivative-free methods.
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کلیدواژه
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Gradient; Maximization; Minimization; Newton; R; Scaling; Wrapper
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آدرس
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telfer school of management,university of ottawa,55 laurier avenue e,ottawa on k1n 6n5, Canada, center on aging and health,division of geriatric medicine and gerontology,johns hopkins university, United States
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Authors
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