Re: [R] iteration history

From: Marco Geraci <marcodoc75_at_yahoo.com>
Date: Tue 07 Feb 2006 - 10:47:39 EST


Hi, I never used the function 'optim' so I took a look at ?optim.
you'll find the following

The 'control' argument is a list that can supply any of the following components:

     'trace' Non-negative integer. If positive, tracing information on the progress of the optimization is produced. Higher values may produce more tracing information: for method '"L-BFGS-B"' there are six levels of tracing

so the usage for 'trace' is
> optim(..., control=list(trace = k))

where k is >= 0.
You might want to "play" with different methods and values for 'trace' and see if you can get what you want.

hope this helps,

Marco Geraci

> Dear R Users
> I would like to use optim function to optimize a
> function. I read help but I
> couldn't find what I need: is it possible to get
> information after each
> iteration, for example as there is in MATLAB:
>
> Gradient's
> Iteration Func-count f(x) Step-size
> infinity-norm
> 0 24 388.976
> 14
> 1 72 385.67 0.0292637
> 16.8
> 2 96 383.54 1
> 4.15
> 3 120 383.412 1
> 0.108
> 4 144 383.412 1
> 0.002
> 5 168 383.412 1
> 0.00149
> 6 192 383.412 1
> 6.23e-005
> 7 216 383.412 1
> 1.01e-005
>
>
> It is useful when iteration takes long time - I know
> what's happen
> I would appreciate any suggestion
>
> Robert
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Feb 07 10:55:48 2006

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