optextras (version 2019-12.4)
Tools to Support Optimization Possibly with Bounds and Masks
Description
Tools to assist in safely applying user generated objective and
derivative function to optimization programs. These are primarily function
minimization methods with at most bounds and masks on the parameters.
Provides a way to check the basic computation of objective functions that
the user provides, along with proposed gradient and Hessian functions,
as well as to wrap such functions to avoid failures when inadmissible parameters
are provided. Check bounds and masks. Check scaling or optimality conditions.
Perform an axial search to seek lower points on the objective function surface.
Includes forward, central and backward gradient approximation codes.