Suggestion for the optimization code

  Dear list,

Here's a suggestion about the different optimization code. There are several 
optimization procedures in the base package (optim, optimize, nlm, nlminb, 
..). However, the output of these functions are slightly different. For 
instance,

 1. optim returns a list with arguments par (the estimates), value the
    minimum (maxima) of the objective function, convergence (optim
    .convergence)
 2. optimize returns a list with arguments minimum (or maximum) giving
    the estimates, objective the value of the obj. function
 3. nlm returns a list with arguments minimum giving the minimum of
    the obj. function, minimum the estimates, code the optim. convergence
 4. nlminb returns a list with arguments par (the estimates),
    objective, convergence (conv. code), evaluations

Furthermore, optim keeps the names of the parameters while nlm, nlminb don't.
s
I believe it would be nice if all these optimizers have a kind of homogenized 
output. This will help in writing functions that can call different 
optimizers. Obviously, we can write our own function that homogenized the 
output after calling the optimizer, but I still believe this will be more 
user-friendly.

Do you think this is a reasonable feature to implement - despite it isn't an 
important point?
This would be essentially impossible without breaking most existing code, 
and in the case of optimize() and nlminb() that goes back many years to 
uses in S(-PLUS).
Best,
Mathieu

* BTW, if this is relevant, I could try to do it.

-- 
Institute of Mathematics
Ecole Polytechnique F?d?rale de Lausanne
STAT-IMA-FSB-EPFL, Station 8
CH-1015 Lausanne   Switzerland
http://stat.epfl.ch/
Tel: + 41 (0)21 693 7907

______________________________________________
R-devel at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel

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

Suggestion for the optimization code

Thread (6 messages)