iteration history
Check out: https://www.stat.math.ethz.ch/pipermail/r-devel/2006-January/036034.html
On 2/6/06, Robert Mcfadden <robert-mcfadden at o2.pl> wrote:
Dear R Users
I would like to use optim function to optimize a function. I read help but I
couldn't find what I need: is it possible to get information after each
iteration, for example as there is in MATLAB:
Gradient's
Iteration Func-count f(x) Step-size infinity-norm
0 24 388.976 14
1 72 385.67 0.0292637 16.8
2 96 383.54 1 4.15
3 120 383.412 1 0.108
4 144 383.412 1 0.002
5 168 383.412 1 0.00149
6 192 383.412 1 6.23e-005
7 216 383.412 1 1.01e-005
It is useful when iteration takes long time - I know what's happen
I would appreciate any suggestion
Robert
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