Re: [Rd] Suggestion for the optimization code

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Fri, 08 Aug 2008 14:26:43 +0100 (BST)

On Fri, 8 Aug 2008, Mathieu Ribatet wrote:

> 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?

This would be essentially impossible without breaking most existing code, and in the case of optimize() and nlminb() that goes back many years to uses in S(-PLUS).

> Best,
> Mathieu
>
> * BTW, if this is relevant, I could try to do it.
>
> --
> Institute of Mathematics
> Ecole Polytechnique Fédérale de Lausanne
> STAT-IMA-FSB-EPFL, Station 8
> CH-1015 Lausanne Switzerland
> http://stat.epfl.ch/
> Tel: + 41 (0)21 693 7907
>
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>

-- 
Brian D. Ripley,                  ripley_at_stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595


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