[R] using optimize() correctly ...

Esmail esmail.js at gmail.com
Tue May 26 01:02:29 CEST 2009

Hi Ravi!

Ravi Varadhan wrote:
 > Yes.  Most classical optimization methods (e.g. gradient-type,
 > Newton-type) are "local", i.e. they do not attempt to locate the
 > global optimum.

Ah .. I see.

 > The primary difficulty with global optimization is that there are no
 > mathematical conditions that characterize global optimum in
 > multi-modal problems.
 >  A simplistic strategy to find global optimum is to use local
 > methods with multiple starting values.

:-) .. well, that is somewhat similar to the approach the genetic
algorithm uses, well, at least with respect of having many starting

 > Again the problem is that you don't have any guarantee that you have
 > found the global optimum.

Well, then it looks like I am out of luck if I wanted to plug in a
function and provide end ranges and get the global max/min. I was
hoping this would provide a way for me to verify the workings of
a genetic algorithm I am testing.

I appreciate you taking the time to explain this so clearly, thanks


More information about the R-help mailing list