Re: [Rd] R-devel Digest, Vol 112, Issue 8

From: John C Nash <nashjc_at_uottawa.ca>
Date: Sat, 09 Jun 2012 14:44:23 -0400

I'll not be able to comment on the use of C like this, but will warn that I wrote the routines that became Nelder-Mead, CG, and BFGS in optim() in the mid 1970s. CG never did as well as I would like, but the other two routines turned out pretty well. However, in nearly 40 years, there are a few improvements, particularly in handling bounds and masks (fixed parameters). For all-R routines see Rcgmin and Rvmmin. Rather than directly use the optim() routines in C, you may want to use some more modern ones, but the choice may be dependent on your problem.

JN

On 06/09/2012 06:00 AM, r-devel-request_at_r-project.org wrote:
> Message: 2
> Date: Fri, 8 Jun 2012 09:40:17 -0400
> From: Edward Worbis <eworbspam_at_gmail.com>
> To: r-devel_at_R-project.org
> Subject: [Rd] Working with optim in C
> Message-ID:
> <CADL3ysNS+pD1ohJVA=gXJ6LXMJ-ZFsFSTxT0ab7g=RAXdpBghg@mail.gmail.com>
> Content-Type: text/plain
>
> I've searched to find examples of how to work with the C versions of
> optim.
>
> I've separated out the function just to test on it alone, and currently I'm
> attempting to use fmmin as follows:
>
>
> !~~CODE ~~!



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