[R] optim() question

[John C Nash]

Some thought about this overnight led to conclusion that a capability
to follow from one method to another could be quite useful. Moreover,
it should be pretty easy to fit it into our current trial version of 
optimx()
as we call the function. More at UseR.

JN


Ravi Varadhan wrote:
>  
> Stephen,
>
> No.  Currently, AFAIK, there is no such switching algorithm for optimization
> in R.  John Nash and I are working on a package for integrating various
> optimization tools (for smooth, box-constrained optimization) in R.  This
> will have a function that can run through multiple algorithms.  While this
> is not exactly what you are asking for, it can be quite useful for your
> purposes, which I assume is to find a local optimum in a reliable fashion.
>
> Ravi.
>
> ...
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
> Behalf Of Stephen Collins
> Sent: Tuesday, May 26, 2009 2:48 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] optim() question
>
> I've seen with other software the capability for the optimizer to switch
> algorithms if it is not making progress between iterations.  Is this
> capability available in optim()?
>
> Thanks,
>  
> Stephen Collins, MPP | Analyst
> Health & Benefits | Aon Consulting
>