[R] optimization problem
mike.prager at noaa.gov
Mon Dec 1 17:18:41 CET 2008
tedzzx <zengzhenxing at gmail.com> wrote:
> If I want to find out the globle minia, how shoul I change my code?
I sometimes use optim() within a loop, with random starting
values for each iteration of the loop. You can save the
objective function value each time and pick the best solution.
Last time I did that, I ran it 100 times.
That procedure does not guarantee finding the global minimum.
However, it does make it *more likely* to find the global minmum
*within the range of your starting values*.
Often, I make a boxplot of the various results. If they don't
show a strong mode, there is a data or model problem that needs
to be addressed. For example, the solution may be poorly defined
by the data, or the model may be specified with confounded
Mike Prager, NOAA, Beaufort, NC
* Opinions expressed are personal and not represented otherwise.
* Any use of tradenames does not constitute a NOAA endorsement.
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