[R] BFGS and Neldear-Mead

LC-Bea lu_andreozzi at hotmail.com
Fri Mar 18 19:27:58 CET 2011


Hello!

I´m doing this:

A<-optim(vv,pen.wlsv,method="BFGS")
B<-optim(vv,pen.wlsv,method="Nelder-Mead")

the function is the same
and the initial values too

the estimate values are different, very different, at the first decimal

is there an error?
or maybe its because of my data, or funtion to minimize?
i thought that the values must be almost equal, that the big difference
between the two algoritms is in the time that they use to find a solution


thank u!





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