[R] BFGS and Neldear-Mead

LC-Bea lu_andreozzi at hotmail.com
Mon Mar 21 15:30:58 CET 2011


I´m triying to give you more information

-other function (the problem its the same with both)

pen.wls<-function(x){ ax<-x[32:40]
indice<-x[1:31]
bx<-x[41:49]
awlsbind1<-matrix(rep(ax,31),nrow=9,ncol=31)
indice<-as.vector(indice-mean(indice))
bx<-as.vector(bx/sum(bx))
me<-(awlsbind1+bx%*%t(indice))
result<-sum(defunciones*(lts-me)^2)+1000000000*sum(((t(u)%*%x)-c)^2)
result}

-I run it with optimx and i reach convergence with nealder-mead
but values are still different

BFGS an NM, both reach the convergence, code=0, but still produces different
results

-KKT conditions ara 1=T and 2=F
but, this conditions are usefull when whe have constraints?

i included one condition 1000000000*sum(((t(u)%*%x)-c)^2), that makes that
sum(kt)=0
and sum(bx)=1

i hope that this information helps to understand where the problem is...
Lucía


--
View this message in context: http://r.789695.n4.nabble.com/BFGS-and-Neldear-Mead-tp3388017p3393731.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list