search for: maxfunevals

How Can I write this this matlab code in R: options=optimset('TolFun',1e-9,'TolX',1e-9,'MaxIter',1e8,'MaxFunEvals',1e8); c=c/2; [alpha, delta, epsilon, nofcup] = ustrs(set_date,mat_date); y = fminsearch('pbond',.15,options,p,c,nofcup,delta/epsilon); y = 200*y; Note pbond is a function in Matlab I already wrote in R ustrs is a function in Matlab I already convert into r Thank you HI...

...t default options I could find. Are there other options I should to consider? Does Matlab have default settings for reflection, contraction, and expansion, and if so what are they? Are there other reasons optim and fminsearch might work differently? Thanks. ***Matlab's fminsearch defaults*** MaxFunEvals: '200*numberofvariables' MaxIter: '200*numberofvariables' TolFun: 1.0000e-004 #Termination tolerance on the function value. TolX: 1.0000e-004 #Termination tolerance on x. ***R's optim defaults (for Nelder-Mead)*** maxit=500 reltol=1e-8 alpha=1.0 #Reflection beta=.5 #Contr...

...ribor, last_reb_date, Maturity, fixed_fees, var_fees); objFunc_vol(C); objFunc = @(C) compute_strategy_before_fees(prices, C, floor, cap, m_ret_reb, prices_TR, hedge_fund, vg, euribor, last_reb_date, Maturity, fixed_fees, var_fees); objFunc(C); options = optimset('MaxIter',10000000,'MaxFunEvals',10000000); tic; % OPTIMISE %M = fmincon(objFunc,C,[],[],[],[],repmat(-20,12,9),repmat(20,12,9), at TriskellConstraints,options); M = fmincon(objFunc_vol,C,[],[],[],[],repmat(-20,12,9),repmat(20,12,9), at TriskellConstraints,options); [Z, ZZ] = compute_strategy_after_fees(prices, C, floor, c...