[R] optimization problem
Hans W. Borchers
hwborchers at googlemail.com
Tue Dec 2 02:21:58 CET 2008
Why not use one of the global optimizers in R, for instance 'DEoptim', and
then apply optim() to find the last six decimals? I am relatively sure that
the Differential Evolution operator has a better chance to come near a
global optimum than a loop over optim(), though 'DEoptim' may be a bit slow
(only for quite large numbers of parameters).
Regards, Hans Werner
Mike Prager wrote:
> 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.
> R-help at r-project.org mailing list
> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.
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