[R] BFGS and Neldear-Mead

Ravi Varadhan rvaradhan at jhmi.edu
Mon Mar 21 15:36:16 CET 2011


Yes, your "optimx" result tells me that Nelder-Mead did not converge.  It was terminated because it exceeded the maximum number of iterations allowed.  In "optimx" you can increase the `itnmax' argument from its default value to accomplish this.

Ravi.

-------------------------------------------------------
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan at jhmi.edu

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of LC-Bea
Sent: Monday, March 21, 2011 9:12 AM
To: r-help at r-project.org
Subject: Re: [R] BFGS and Neldear-Mead

Sorry for posting too much!


i found that in Nelder-Mead the result is "1"
i run this algorith too many times with several data 
maybe the problem is that

i have to give a bigger number of iterations

Lucía

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