[R] Strating value problem for CG in optim()

nataraj at orchidpharma.com nataraj at orchidpharma.com
Thu Jun 28 11:54:24 CEST 2012


Dear list-members,

I have done optimization of 3 parameters by maximum likelihood method using conjugate gradient as optimizer. Since I have the reported value of the parameters from an article, I can validate the result of the optimized parameters. The problem is that optimizer converges to the desirable value. (as reported in the article) only for a certain starting value.

If the staring value of the parameters are like (2,1,1) then the value of parameters the function converges is
$par
[1] -0.4169408 -0.2800828  2.9614670

And the value is close to the value of article reported in the article
Vs = 0.4861 ; Vn = 0.1478 and m is some positive value (no value mentioned in the article)

And If I fine tune the starting value from (2,1,1) to (1.949,1.13,1) then I get the value of the parameters very close to the one reported.

$par
[1] -0.4700892 -0.1428245  2.9614670

Now the question is how I can find the starting values for the test experiment for which I am going to implement this optimization procedure.
Is there any function to be wrapped with optim() to find the right starting value.



Regards,
B.Nataraj



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