[R] optimization problem

[Mike Prager]

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
parameters.

-- 
Mike Prager, NOAA, Beaufort, NC
* Opinions expressed are personal and not represented otherwise.
* Any use of tradenames does not constitute a NOAA endorsement.