[R] optim seems to be finding a local minimum
rolf.turner at xtra.co.nz
Thu Nov 10 22:20:10 CET 2011
On 11/11/11 08:55, Dimitri Liakhovitski wrote:
> 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)
It can be a tough problem. Good luck.
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