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garbor
2007 Aug 04
7
Optimization in R
...more quickly.
* implements "box" constraints.
* easier to understand and modify the code, partly because it's written in R.
Of course, this comes at the (slight?) overhead cost of being written in R.
The test suite above takes the first few functions from the paper
Mor??, Garbow, and Hillstrom, "Testing Unconstrained
Optimization Software", ACM Trans Math Softw 7:1 (March 1981)
The test results appear below, where "*" means "computed the right solution",
and "!" means "got stuck".
test optim...