usage: bfgsmin_example (to run) or edit bfgsmin_example (to examine) Shows how to call bfgsmin. There are two objective functions, the first supplies the analytic gradient, and the second does not. The true minimizer is at "location", a 50x1 vector (0.00, 0.02, 0.04 ..., 1.00). Note that limited memory bfgs is faster when the dimension is high. Also note that supplying analytic derivatives gives a speedup. Six examples are given: Example 1: regular bfgs, analytic gradient Example 2: same as Example 1, but verbose Example 3: limited memory bfgs, analytic gradient Example 4: regular bfgs, numeric gradient Example 5: limited memory bfgs, numeric gradient Example 6: regular bfgs, analytic gradient, minimize wrt second argument
Package: optim