optextras: Tools to Support Optimization Methods. Tools to assist in safely applying user-generated objective and derivative functions to optimization programs. ”Optimization” at the time of writing refers primarily to function minimization methods with at most bounds and masks on the parameters. Tools are provided to check the basic computation of objective functions that the user provides, along with proposed gradient and Hessian functions, as well as to wrap such functions to avoid failures when inadmissible parameters are provided. Checks on bounds and masks (fixed parameters) are available, as are a check on scaling or optimality conditions. An axial search to seek lower points on the objective function surface is included. Though numDeriv is used as the primary tool for numerical derivative approximations, forward, central and backward gradient approximation codes for convenience.

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References in zbMATH (referenced in 1 article )

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  1. Nash, John C.: Nonlinear parameter optimization using R tools (2014)