optimbase.checkcostfun {optimbase} | R Documentation |
Check Cost Function
Description
This function checks that the cost function is correctly specified in the
optimization object, including that the elements of this
used by the
cost function are consistent.
Usage
optimbase.checkcostfun(this = NULL)
Arguments
this |
An optimization object |
Details
Depending on the definition of nonlinear constraints (nbineqconst
element > 0) and the use of derivatives (withderivatives
element set to
TRUE), this function makes several cost function calls with different
index
value (see vignette('optimbase',package='optimbase')
for
more details about index
). If at least one call fails, the function
stops the search algorithm.
Following every successful cost function call, optimbase.checkcostfun
calls optimbase.checkshape
to check the dimensions of the matrix
returned by the cost function against some expectations.
Value
Return the optimization object or an error message if one check is not successful.
Author(s)
Author of Scilab optimbase module: Michael Baudin (INRIA - Digiteo)
Author of R adaptation: Sebastien Bihorel (sb.pmlab@gmail.com)