The following options are supported.
Option name |
Type |
Default |
Description |
Constraints |
|---|---|---|---|---|
ralfit model |
string |
\(s=\) hybrid |
NLLS model to solve. |
\(s=\) gauss-newton, hybrid, quasi-newton, or tensor-newton. |
print level |
integer |
\(i=1\) |
Set level of verbosity for the solver: from 0, indicating no output, to 5, which is very verbose. |
\(0 \le i \le 5\) |
derivative test tol |
real |
\(r=10^{-4}\) |
Tolerance used to check user-provided derivatives by finite-differences. If <print level> is 1, then only the entries with larger discrepancy are reported, and if print level is greater than or equal to 2, then all entries are printed. |
\(0 < r \le 10\) |
ralfit iteration limit |
integer |
\(i=100\) |
Maximum number of iterations to perform. |
\(1 \le i\) |
lbfgsb memory limit |
integer |
\(i=11\) |
Number of vectors to use for approximating the Hessian. |
\(1 \le i \le 1000\) |
lbfgsb iteration limit |
integer |
\(i=10000\) |
Maximum number of iterations to perform. |
\(1 \le i\) |
coord iteration limit |
integer |
\(i=100000\) |
Maximum number of iterations to perform. |
\(1 \le i\) |
monitoring frequency |
integer |
\(i=0\) |
How frequently to call the user-supplied monitor function. |
\(0 \le i\) |
check derivatives |
string |
\(s=\) no |
Check user-provided derivatives using finite-differences. |
\(s=\) no, or yes. |
ralfit nlls method |
string |
\(s=\) galahad |
NLLS solver to use. |
\(s=\) aint, galahad, linear solver, more-sorensen, or powell-dogleg. |
optim method |
string |
\(s=\) lbfgsb |
Select optimization solver to use. |
\(s=\) bfgs, coord, lbfgs, lbfgsb, or ralfit. |
ralfit convergence step size |
real |
\(r=\varepsilon/2\) |
Absolute tolerance over the step size to declare convergence for the iterative optimization step. See details in optimization solver documentation. |
\(0 < r < 1\) |
coord restart |
integer |
\(i=\infty\) |
Number of inner iterations to perform before requesting to perform a full evaluation of the step function. |
\(0 \le i\) |
ralfit convergence rel tol grd |
real |
\(r=10/21\sqrt{2\,\varepsilon}\) |
Relative tolerance on the gradient norm to declare convergence for the iterative optimization step. See details in optimization solver documentation. |
\(0 < r < 1\) |
coord skip max |
integer |
\(i=100\) |
Maximum times a coordinate can be skipped, after this the coordinate is checked. |
\(10 \le i\) |
coord skip min |
integer |
\(i=2\) |
Minimum times a coordinate change is smaller than coord skip tol to start skipping. |
\(2 \le i\) |
check data |
string |
\(s=\) no |
Check input data for NaNs prior to performing computation. |
\(s=\) no, or yes. |
storage order |
string |
\(s=\) column-major |
Whether data is supplied and returned in row- or column-major order. |
\(s=\) c, column-major, f, fortran, or row-major. |
ralfit globalization method |
string |
\(s=\) trust-region |
Globalization method to use. This parameter makes use of the regularization term and power option values. |
\(s=\) reg, regularization, tr, or trust-region. |
ralfit convergence abs tol fun |
real |
\(r=10/21\sqrt{2\,\varepsilon}\) |
Absolute tolerance to declare convergence for the iterative optimization step. See details in optimization solver documentation. |
\(0 < r < 1\) |
print options |
string |
\(s=\) no |
Print options list. |
\(s=\) no, or yes. |
debug |
integer |
\(i=0\) |
Set debug level (internal use). |
\(0 \le i \le 3\) |
regularization term |
real |
\(r=0\) |
Value of the regularization term. A value of 0 disables regularization. |
\(0 \le r\) |
finite differences step |
real |
\(r=10\;\sqrt{2\,\varepsilon}\) |
Size of step to use for estimating derivatives using finite-differences. |
\(0 < r < 10\) |
lbfgsb convergence tol |
real |
\(r=\sqrt{2\,\varepsilon}\) |
Tolerance of the projected gradient infinity norm to declare convergence. |
\(0 < r < 1\) |
lbfgsb progress factor |
real |
\(r=\frac{10}{\sqrt{2\,\varepsilon}}\) |
The iteration stops when (f^k - f{k+1})/max{abs(fk);abs(f{k+1});1} <= factr*epsmch where epsmch is the machine precision. Typical values for type double: 10e12 for low accuracy; 10e7 for moderate accuracy; 10 for extremely high accuracy. |
\(0 \le r\) |
regularization power |
string |
\(s=\) quadratic |
Value of the regularization power term. |
\(s=\) cubic, or quadratic. |
infinite bound size |
real |
\(r=10^{20}\) |
Threshold value to take for +/- infinity. |
\(1000 < r\) |
time limit |
real |
\(r=10^6\) |
Maximum time allowed to run (in seconds). |
\(0 < r\) |
coord convergence tol |
real |
\(r=50\;\sqrt{2\,\varepsilon}\) |
Tolerance of the projected gradient infinity norm to declare convergence. |
\(0 < r < 1\) |
coord optimality tol |
real |
\(r=50\;\sqrt{2\,\varepsilon}\) |
Tolerance to declare optimality, e.g. dual-gap, KKT conditions, etc. |
\(0 \le r\) |
ralfit convergence rel tol fun |
real |
\(r=10/21\sqrt{2\,\varepsilon}\) |
Relative tolerance to declare convergence for the iterative optimization step. See details in optimization solver documentation. |
\(0 < r < 1\) |
coord skip tol |
real |
\(r=50\;\sqrt{2\,\varepsilon}\) |
Coordinate skip tolerance, a given coordinate could be skipped if the change between two consecutive iterates is less than tolerance. Any negative value disables the skipping scheme. |
\(-1 \le r\) |
ralfit convergence abs tol grd |
real |
\(r=500\;\sqrt{2\,\varepsilon}\) |
Absolute tolerance on the gradient norm to declare convergence for the iterative optimization step. See details in optimization solver documentation. |
\(0 < r < 1\) |