[R] optim seems to be finding a local minimum

[Ben Bolker]

Rolf Turner <rolf.turner <at> xtra.co.nz> writes:

> 
> 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.

  Simulated annealing and other stochastic global optimization 
methods are also possible solutions, although they may or may not
work better than the many-starting-points solution -- it depends
on the problem, and pretty much everything has to be tuned.  Tabu
search <http://en.wikipedia.org/wiki/Tabu_search> is another possibility,
although I don't know much about it ...