R: Check Kuhn Karush Tucker conditions for a supposed function...

kktchk {optextras} | R Documentation

## Check Kuhn Karush Tucker conditions for a supposed function minimum

### Description

Provide a check on Kuhn-Karush-Tucker conditions based on quantities already computed. Some of these used only for reporting.

### Usage

         kktchk(par, fn, gr, hess=NULL, upper=NULL, lower=NULL,
                     maxfn=FALSE, control=list(), ...)

### Arguments

`par` | A vector of values for the parameters which are supposedly optimal.
`fn` | The objective function
`gr` | The gradient function
`hess` | The Hessian function
`upper` | Upper bounds on the parameters
`lower` | Lower bounds on the parameters
`maxfn` | Logical TRUE if function is being maximized. Default FALSE.
`control` | A list of controls for the function
`...` | The dot arguments needed for evaluating the function and gradient and hessian

### Details

kktchk computes the gradient and Hessian measures for BOTH unconstrained and bounds (and masks) constrained parameters, but the kkt measures are evaluated only for the constrained case.

### Value

The output is a list consisting of

`gmax` | The absolute value of the largest gradient component in magnitude.
`evratio` | The ratio of the smallest to largest Hessian eigenvalue. Note that this may be negative.
`kkt1` | A logical value that is TRUE if we consider the first (i.e., gradient) KKT condition to be satisfied. WARNING: The decision is dependent on tolerances and scaling that may be inappropriate for some problems.
`kkt2` | A logical value that is TRUE if we consider the second (i.e., positive definite Hessian) KKT condition to be satisfied. WARNING: The decision is dependent on tolerances and scaling that may be inappropriate for some problems.
`hev` | The calculated hessian eigenvalues, sorted largest to smallest??
`ngatend` | The computed (unconstrained) gradient at the solution parameters.
`nnatend` | The computed (unconstrained) hessian at the solution parameters.

### See Also

`optim`

### Examples

    # genrose function code

[Package optextras version 2016-8.8 Index]