mxComputeNewtonRaphson {OpenMx}R Documentation

Optimize parameters using the Newton-Raphson algorithm

Description

This optimizer requires analytic 1st and 2nd derivatives of the fit function. Comprehensive diagnostics are 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

level of debugging output

References

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


[Package OpenMx version 2.0.0-4004 Index]