From: Benjamin Auder Date: Sat, 21 Dec 2019 10:40:54 +0000 (+0100) Subject: Update starting point in optimParams::run() X-Git-Url: https://git.auder.net/doc/html/%7B%7B%20asset%28%27mixstore/css/scripts/%7B%7B%20targetUrl%20%7D%7D?a=commitdiff_plain;h=2591fa8343c69ddb94dec5e55871d34c55eff9a3;p=morpheus.git Update starting point in optimParams::run() --- diff --git a/pkg/R/optimParams.R b/pkg/R/optimParams.R index 5d37898..039070c 100644 --- a/pkg/R/optimParams.R +++ b/pkg/R/optimParams.R @@ -269,15 +269,17 @@ setRefClass( W <<- diag(d+d^2+d^3) loopMax <- 2 #TODO: loopMax = 3 ? Seems not improving... + x_init <- linArgs(θ0) for (loop in 1:loopMax) { - op_res = constrOptim( linArgs(θ0), .self$f, .self$grad_f, + op_res = constrOptim( x_init, .self$f, .self$grad_f, ui=cbind( rbind( rep(-1,K-1), diag(K-1) ), matrix(0, nrow=K, ncol=(d+1)*K) ), ci=c(-1,rep(0,K-1)) ) if (loop < loopMax) #avoid computing an extra W W <<- computeW(expArgs(op_res$par)) + x_init <- op_res$par #print(op_res$value) #debug #print(expArgs(op_res$par)) #debug }