As Ben Bolker has indicated, I am working on various improvements to the
functionality of optim() along with others, esp. Ravi Varadhan and Kate
Mullen.
With relevance to the posts by Sebastien Bihorel and Ben Bolker about
output of point/function value information on each evaluation, I am
working (rather slowly due to other commitments) on a wrapper for the
user's function that will do this. It allows nice progress graphs and
performance profiles to be created. The tricky bit it getting a file
opened to store the information and to close it again when done, and to
do this fairly cleanly. Collaborations welcome.
Also I want the wrapper to allow for flagging when the function cannot
be evaluated. At the moment as far as I can tell, some methods -- not
just in optim but other functions too -- die, some keep going with
garbage, and some can handle a function that returns Inf or similar flag
properly i.e., back off a line search or similar recovery which would be
useful to protect users from unhappy results.
I suggest off-list responses and we can see how quickly a good
resolution can be achieved.
JN
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