[R] using optimize() correctly ...
esmail.js at gmail.com
Tue May 26 01:02:29 CEST 2009
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
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