Obtain Optimizer according to Optimizer String Value

Usage

h_get_optimizers(
  optimizer = c("L-BFGS-B", "BFGS", "CG", "nlminb"),
  optimizer_fun = h_optimizer_fun(optimizer),
  optimizer_args = list(),
  optimizer_control = list()
)

Arguments

optimizer

(character)
names of built-in optimizers to try, subset of "L-BFGS-B", "BFGS", "CG" and "nlminb".

optimizer_fun

(function or list of function)
alternatively to optimizer, an optimizer function or a list of optimizer functions can be passed directly here.

optimizer_args

(list)
additional arguments for optimizer_fun.

optimizer_control

(list)
passed to argument control in optimizer_fun.

Value

Named list of optimizers created by h_partial_fun_args().

Details

If you want to use only the built-in optimizers:

• optimizer is a shortcut to create a list of built-in optimizer functions passed to optimizer_fun.

• Allowed are "L-BFGS-B", "BFGS", "CG" (using stats::optim() with corresponding method) and "nlminb" (using stats::nlminb()).

• Other arguments should go into optimizer_args.

If you want to use your own optimizer function:

• Make sure that there are three arguments: parameter (start value), objective function and gradient function are sequentially in the function arguments.

• If there are other named arguments in front of these, make sure they are correctly specified through optimizer_args.

• If the hessian can be used, please make sure its argument name is hessian and please add attribute use_hessian = TRUE to the function, using attr(fun, "use_hessian) <- TRUE.