On Tue, Feb 21, 2012 at 12:40:57PM -0800, muhali wrote: > I stumbled upon this issue before, see e.g. here: > > http://sourceforge.net/mailarchive/message.php?msg_id=25650593 > > My question is: Are there any plans to make the optim package use options > structures (as opposed to arrays), such as from the optimset function?
"The optim package" is heterogenous. There are some functions whose authors do not participate anymore and where maintanance is currently restricted to more or less trivial fixes. This applies to the direct search algorithms (nelder_mead_min, adsmax, mdsmax, nmsmax) which would be an alternative to fminsearch which your refer to. There are some functions in optim which use the optimset mechanism. But AFAIK there are currently no plans to convert the above functions to optimset. There could be the problem of breaking existing code when doing this. The best way IMO would be to split out the actual algorithms of adsmax, mdsmax, nmsmax and maybe nelder_mead_min (I cannot say if one of nmsmax or nelder_mead_min could replace the other) into extra private functions, which can be called by adsmax (mdsmax, ...) providing the original interface, but can also be called by an interface based on optimset. (One could also simply wrap adsmax, (mdsmax, ...) by an optimset-based interface, but then one would always be limited by the features of the internally used old interface.) > This way one could actually use optimization code originally written for > matlab. If you give the interface the same name and make it behave the same way. Personally, I think it is not so important to be able to execute code calling Matlab optimization functions without changing these function calls. You cannot expect the same results anyway; the algorithms are different and optimization is potentially problematic. But I think that being able to use the optimset mechanism could be good. If you, desiring Matlab compatibility, should rewrite fminunc to use optimset, you probably should include a further option to choose between the different direct search agorithms available in optim. Regards, Olaf -- public key id EAFE0591, e.g. on x-hkp://pool.sks-keyservers.net
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