[R] optim seems to be finding a local minimum

[Rolf Turner]

On 11/11/11 08:55, Dimitri Liakhovitski wrote:
> Bert,
> that's exactly where I started. I found optim in the first paragraph
> under "General Purpose Continuous Solvers" and used bounded BFGS for a
> constrained optimization for a situation with more than 1 parameters.
> Again, not being an engineer / mathematician - would greatly
> appreciate any pointers.

I'm no expert on numerical optimisation (though I've done quite
a bit of it in my own ham-fisted way :-) ).  Anyway, it seems to me
that the only strategy that anyone can use in seeking a global
optimum when there are multiple local optima is to use a wide
variety of starting values.  Possibly placed on a (relatively coarse)
grid.

It can be a tough problem.  Good luck.

     cheers,

         Rolf Turner