OpenMx: mxComputeNewtonRaphson – R documentation

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mxComputeNewtonRaphson

Optimize parameters using the Newton-Raphson algorithm

Description

This optimizer requires analytic 1st and 2nd derivatives of the fit function. Box constraints are supported. Parameters can approach box constraints but will not leave the feasible region (even by some small epsilon>0). Non-finite fit values are interpreted as soft feasibility constraints. That is, when a non-finite fit is encountered, line search is continued after the step size is multiplied by 10 available by increasing the verbose level.

Usage

mxComputeNewtonRaphson(
  freeSet = NA_character_,
  ...,
  fitfunction = "fitfunction",
  maxIter = 100L,
  tolerance = 1e-12,
  verbose = 0L
)

Arguments

`freeSet`	names of matrices containing free variables
`...`	Not used. Forces remaining arguments to be specified by name.
`fitfunction`	name of the fitfunction (defaults to 'fitfunction')
`maxIter`	maximum number of iterations
`tolerance`	optimization is considered converged when the maximum relative change in fit is less than tolerance
`verbose`	integer. Level of run-time diagnostic output. Set to zero to disable

References

Luenberger, D. G. & Ye, Y. (2008). Linear and nonlinear programming. Springer.

OpenMx

Extended Structural Equation Modelling

v2.19.5

Apache License (== 2.0)

Authors

Steven M. Boker [aut], Michael C. Neale [aut], Hermine H. Maes [aut], Michael J. Wilde [ctb], Michael Spiegel [aut], Timothy R. Brick [aut], Ryne Estabrook [aut], Timothy C. Bates [aut], Paras Mehta [ctb], Timo von Oertzen [ctb], Ross J. Gore [aut], Michael D. Hunter [aut], Daniel C. Hackett [ctb], Julian Karch [ctb], Andreas M. Brandmaier [ctb], Joshua N. Pritikin [aut, cre], Mahsa Zahery [aut], Robert M. Kirkpatrick [aut], Yang Wang [ctb], Ben Goodrich [ctb], Charles Driver [ctb], Massachusetts Institute of Technology [cph], S. G. Johnson [cph], Association for Computing Machinery [cph], Dieter Kraft [cph], Stefan Wilhelm [cph], Sarah Medland [cph], Carl F. Falk [cph], Matt Keller [cph], Manjunath B G [cph], The Regents of the University of California [cph], Lester Ingber [cph], Wong Shao Voon [cph], Juan Palacios [cph], Jiang Yang [cph], Gael Guennebaud [cph], Jitse Niesen [cph]

Initial release

2021-03-26