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@(@\newcommand{\R}[1]{ {\rm #1} } \newcommand{\B}[1]{ {\bf #1} } \newcommand{\W}[1]{ \; #1 \; }@)@ This is cppad_mixed--20220519 documentation: Here is a link to its current documentation .
Optimize Random Effects

Syntax
Purpose
mixed_object
options
     evaluation_method
fixed_vec
random_lower
random_upper
random_in
random_out
Example

Syntax
random_out = mixed_object.optimize_random(
     options, fixed_vec, random_lower, random_upper, random_in
)

Purpose
This routine maximizes the random likelihood corresponding to the object mixed_object .

mixed_object
We use mixed_object to denote an object of a class that is derived from the cppad_mixed base class.

options
This argument has the prototype
     const std::string& options
 This is the ipopt_options for optimizing the random effects with the following qualifications:

evaluation_method
There is an additional String option with name=evaluation_method and value is either ipopt_random or ipopt_solve. The ipopt_random choice uses CppAD::mixed::ipopt_random for optimizing random effects. This special purpose class is expected to eventually be the faster choice. This is the default choice; i.e., ipopt_random will be used if this option is not present. The ipopt_solve choice uses CppAD::ipopt::solve for optimizing random effects. Currently this is sometimes faster and so this choice is still included (but may be removed in the future).

fixed_vec
This argument has prototype
     const CppAD::vector<double>& fixed_vec
 It specifies the value of the fixed effects vector @(@ \theta @)@.

random_lower
This argument has prototype
     const CppAD::vector<double>& random_lower
 It must have size equal to n_random and specifies the lower limits for the optimization of the random effects vector @(@ u @)@. The value minus infinity can be used to specify no lower limit.

random_upper
This argument has prototype
     const CppAD::vector<double>& random_upper
 It must have size equal to n_random and specifies the upper limits for the optimization of the random effect. The value plus infinity can be used to specify no lower limit.

random_in
This argument has prototype
     const CppAD::vector<double>& random_in
 It must have size equal to n_random and specifies the initial value used for the optimization of the random effects vector @(@ u @)@. It must hold that
     random_lower[i] <= random_in[i] <= random_upper[i]
 for each valid index i .

random_out
The return value has prototype
     CppAD::vector<double> random_out
 It is the final value (obtained by optimization) of the random effects vector @(@ u @)@.

Example
The file optimize_random.cpp contains an example and test of this procedure. It returns true, if the test passes, and false otherwise.
Input File: src/optimize_random.cpp