[R] any more direct-search optimization method in R

[Ingmar Visser]

If you have only boundary constraints on parameters you can use method
L-BFGS in optim.
Hth, ingmar


> From: Weijie Cai <wcai11 at hotmail.com>
> Date: Tue, 28 Feb 2006 11:48:32 -0500
> To: <r-help at stat.math.ethz.ch>
> Subject: [R] any more direct-search optimization method in R
> 
> Hello list,
> 
> I am dealing with a noisy function (gradient,hessian not available) with
> simple boundary constraints (x_i>0). I've tried constrOptim() using nelder
> mead to minimize it but it is way too slow and the returned results are not
> satisfying. simulated annealing is so hard to tune and it always crashes R
> program in my case. I wonder if there are any packages or functions can do
> direct search optimization?
> 
> A rough search in literature shows multidirectional search and DIRECT
> algorithm may help. Is there any other satisfying algorithm?
> 
> Thanks,
> WC
> 
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