Algorithm flow
When Grumps is called using the grumps!
call, it runs the grumps!
method in est.jl
in the optim
folder. This sets up various objects and then calls an optimizer with an objective function that is estimator-specific. In other words, it will call a different method depending on the e
argument in ObjectiveFunctionθ!
in est.jl
in the optim
folder.
These methods ObjectiveFunctionθ!
are defined either in one of the Julia files in the optim
folder whose name starts with obj, or in a specific estimator folder; see estimators folder. ObjectiveFunctionθ!
then decides which internal optimizer (i.e. one that finds $\delta$) to call: they're all called grumpsδ!
.
After optimization is completed, Grumps will call a standard error computation routine and then return.