Re: [Rd] Suggestion for the optimization code

From: Ben Bolker <bolker_at_ufl.edu>
Date: Sun, 10 Aug 2008 01:57:43 +0000 (UTC)

Mathieu Ribatet <mathieu.ribatet <at> epfl.ch> writes:

>
> Ok, please consider it as a bad call.
> Thanks for your answers.
> Best,
> Mathieu
>

  Well, I don't think it's a _bad_ call; I think the underlying wish (more flexibility in moving between existing optimizers without changing the objective function, calls, etc.) is valid -- but can really only be achieved at this point by writing a wrapper (Optimize(), or is that too confusing?), because of backward compatibility issues. I would also like to see a more open framework in optim() [or elsewhere], where one can more easily plug in alternative optimization procedures.

  My version of mle (mle2, in bbmle) does something like this, but in an ad hoc way -- it can use optim, nlm, nlminb, or constrOptim as an optimization backend. (I will also take a look at Robert Gentleman's code, now ...)

  Ben Bolker



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