bracketing for optimize

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bracketing for optimize

ivo welch-2
dear R wizards:  `optimize()` requires the user to provide the
brackets.  I can write a bracketing routine, given a function and a
starting point, but I was wondering whether there was already a
"standard" user-exposed implementation.  (Presumably, this is used in
nlm, too; alas, nlm is in C, not native R.)  regards, /iaw

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Re: bracketing for optimize

Enrico Schumann-2
On Thu, 31 May 2018, ivo welch writes:

> dear R wizards:  `optimize()` requires the user to provide the
> brackets.  I can write a bracketing routine, given a function and a
> starting point, but I was wondering whether there was already a
> "standard" user-exposed implementation.  (Presumably, this is used in
> nlm, too; alas, nlm is in C, not native R.)  regards, /iaw
>

There is a 'bracketing' function in package NMOF,
though it is for root-finding (i.e. for optimising you
would need the derivative).

--
Enrico Schumann (the maintainer of NMOF)
Lucerne, Switzerland
http://enricoschumann.net

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