Optimization Configuration

Configuration for the GMM outer-loop optimization.

Methods

Public methods

• BLPOptimization$new()

• BLPOptimization$optimize()

• BLPOptimization$print()

• BLPOptimization$clone()

---

Method new()

Create optimization configuration

Usage

BLPOptimization$new(
  method = "l-bfgs-b",
  method_options = list(),
  compute_gradient = TRUE
)

Arguments

method

Character: optimizer name

method_options

Named list passed to the optimizer

compute_gradient

Logical: use analytic gradients?

---

Method optimize()

Run optimization

Usage

BLPOptimization$optimize(initial, bounds, objective_function)

Arguments

initial

Starting parameter values

bounds

List with lower and upper bound vectors

objective_function

Function: theta -> list(objective, gradient)

Returns

List with values, converged, iterations, evaluations

---

Method print()

Print optimization configuration

Usage

BLPOptimization$print(...)

---

Method clone()

The objects of this class are cloneable with this method.

Usage

BLPOptimization$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.