Graphical and numerical checks for mode-finding routines

Martin Lysy

March 14, 2018

Description:

Tools for checking that the output of an optimization algorithm is indeed at a local mode of the objective function. This is accomplished graphically by calculating all one-dimensional “projection plots” of the objective function, i.e., varying each input variable one at a time with all other elements of the potential solution being fixed. The numerical values in these plots can be readily extracted for the purpose of automated and systematic unit-testing of optimization routines.

Installation:

Install the R devtools package and run

devtools::install_github("mlysy/optimCheck")

Usage:

A quick tutorial is provided by the package vignette.