[R] DE optimization with equality constraint

[Hans W. Borchers]

Paul Smith <phhs80 <at> gmail.com> writes:
> The problem with DEoptim approach is that is not guaranteed that it
> converges to the solution. Moreover, from my experience, it seems to
> be quite slow when the optimization problem is high-dimensional (i.e.,
> with many variables).
> 
> Paul

There is a difference between local and global optimization:

'optim' realizes *local* optimization using a gradient-based approach.
This is fast, but will get stuck in local optima (except method SANN). 
'DEoptim' is one of many approaches to *global* optimization, of which
each has its advantages and drawbacks.

> ...not guaranteed that it converges to the solution.

  As a local optimization routine, also 'optim' does not guarantee to
  reach a (global) optimum.

> [DEoptim] seems to be quite slow...

  This is normal for routines in global optimization as they have to
  search a quite large space.

Hans Werner