[Rd] Suggestion for the optimization code

From: Mathieu Ribatet <mathieu.ribatet_at_epfl.ch>
Date: Fri, 08 Aug 2008 14:56:51 +0200

    Dear list,

Here's a suggestion about the different optimization code. There are several optimization procedures in the base package (optim, optimize, nlm, nlminb, ..). However, the output of these functions are slightly different. For instance,

  1. optim returns a list with arguments par (the estimates), value the minimum (maxima) of the objective function, convergence (optim .convergence)
  2. optimize returns a list with arguments minimum (or maximum) giving the estimates, objective the value of the obj. function
  3. nlm returns a list with arguments minimum giving the minimum of the obj. function, minimum the estimates, code the optim. convergence
  4. nlminb returns a list with arguments par (the estimates), objective, convergence (conv. code), evaluations

Furthermore, optim keeps the names of the parameters while nlm, nlminb don't.
s
I believe it would be nice if all these optimizers have a kind of
homogenized output. This will help in writing functions that can call different optimizers. Obviously, we can write our own function that homogenized the output after calling the optimizer, but I still believe this will be more user-friendly.

Do you think this is a reasonable feature to implement - despite it isn't an important point?
Best,
Mathieu

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