Optimisation recipes and diagnostics (optim2 and optimh)

Ricardo Oliveros-Ramos

2026-04-22

This vignette introduces and provides a structured starting point for documenting the relevant functions and workflows.

Overview

TODO

Choosing an optimiser

TODO

Scaling and parameterisation

TODO

Bounds and constraints

TODO

Convergence and sanity checks

TODO

Debugging objective functions

TODO

Reproducibility

sessionInfo()
#> R version 4.5.3 (2026-03-11 ucrt)
#> Platform: x86_64-w64-mingw32/x64
#> Running under: Windows 10 x64 (build 19045)
#> 
#> Matrix products: default
#>   LAPACK version 3.12.1
#> 
#> locale:
#> [1] LC_COLLATE=Spanish_Peru.utf8  LC_CTYPE=Spanish_Peru.utf8   
#> [3] LC_MONETARY=Spanish_Peru.utf8 LC_NUMERIC=C                 
#> [5] LC_TIME=Spanish_Peru.utf8    
#> 
#> time zone: Europe/Paris
#> tzcode source: internal
#> 
#> attached base packages:
#> [1] stats     graphics  grDevices utils     datasets  methods   base     
#> 
#> other attached packages:
#> [1] calibrar_0.9.0.9011
#> 
#> loaded via a namespace (and not attached):
#>  [1] cli_3.6.5           knitr_1.51          rlang_1.1.7        
#>  [4] xfun_0.57           stringi_1.8.7       otel_0.2.0         
#>  [7] textshaping_1.0.5   minqa_1.2.8         jsonlite_2.0.0     
#> [10] glue_1.8.0          htmltools_0.5.9     pracma_2.4.6       
#> [13] ragg_1.5.2          sass_0.4.10         rmarkdown_2.31     
#> [16] evaluate_1.0.5      jquerylib_0.1.4     fastmap_1.2.0      
#> [19] numDeriv_2016.8-1.1 yaml_2.3.12         foreach_1.5.2      
#> [22] lifecycle_1.0.5     stringr_1.6.0       compiler_4.5.3     
#> [25] codetools_0.2-20    fs_2.0.1            Rcpp_1.1.1         
#> [28] htmlwidgets_1.6.4   systemfonts_1.3.2   digest_0.6.39      
#> [31] nloptr_2.2.1        optimx_2025-4.9     R6_2.6.1           
#> [34] magrittr_2.0.4      bslib_0.10.0        tools_4.5.3        
#> [37] iterators_1.0.14    pkgdown_2.2.0       cachem_1.1.0       
#> [40] desc_1.4.3