From ripley at stats.ox.ac.uk  Wed Nov 14 23:00:16 2007
From: ripley at stats.ox.ac.uk (Prof Brian Ripley)
Date: Wed, 14 Nov 2007 22:00:16 +0000 (GMT)
Subject: [Rd] stats package,
 optim and other optimization methods: more parameters?
In-Reply-To: <473B6CED.5070301@cs.uni-dortmund.de>
References: <473B6CED.5070301@cs.uni-dortmund.de>
Message-ID: <Pine.LNX.4.64.0711142154020.1433@gannet.stats.ox.ac.uk>

On Wed, 14 Nov 2007, Mike Preuss wrote:

> Dear R developers,
>
> concerning the stats package,
> is there a way to access more of the 'internal'
> parameters of the optim() methods (e.g. BFGS),
> without me rewriting optim code and using it as
> an internal, patched stats package? It may not
> sound useful to you, but for me it is important
> to be able to change the parameters as I want
> to apply parameter tuning methods. Currently,
> I'm doing so only on the very limited parameter
> set available via the control parameter, but
> e.g. for the CG and BFGS methods, this is practically
> empty. But there are internally set parameters
> (e.g. for the line searches), just they are not
> accessible from the outside.

Why don't you read the C code to find out?

You probably also need to read the reference to understand the choices 
made, and why the author didn't feel it useful to make them accessible.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595



[Rd] stats package, optim and other optimization methods: more parameters?
Prof Brian Ripley