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
Check out: https://www.stat.math.ethz.ch/pipermail/r-devel/2006-January/036034.html On 2/6/06, Robert Mcfadden <robert-mcfadden at o2.pl> wrote:> 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 > > ______________________________________________ > R-help at 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 >
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
--- Robert Mcfadden <robert-mcfadden at o2.pl> wrote:
> 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
>
> ______________________________________________
> R-help at 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
>
Hi Bob ! It possible See the first element of controle argument set it to a positive integer ! --- Robert Mcfadden <robert-mcfadden at o2.pl> a ??crit??:> 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 > > ______________________________________________ > R-help at 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 >