The Newopt BFGS optimiser
Note These notes alse apply to other
Line-search based algorithms, i.e. method=descent, bfgs, conmin, mineig, scaneig
The following arguments may be
specified to tailor the performance.
| Argument |
Argument type |
To specify |
| mimimum_lseval= |
integer or character |
minimum number of points to be
evaluated in a line search |
| ls_eps1= |
real |
parameter epsilon1 in line-search
algorithm (only with method=bfgs and conmin) |
| ls_eps2= |
real |
parameter epsilon2 in line-search
algorithm (only with method=bfgs and conmin) |
The minimum_lseval argument specifies the minimum number of
points evaluated in a line-search step. Currently valid options are
1,2, and f. f is used to force a function-only line-search. The default is 1.
The ls_eps1 argument specifies the eps1 convergence criterion
for a line search. The default value is 0.9.
The ls_eps2 argument specifies the eps2 convergence criterion
for a line search. The default value is 0.001.
|
