[R] Relatively Simple Maximization Using Optim Doesnt Optimize
@purd|e@@ @end|ng |rom gm@||@com
Fri Mar 13 03:25:06 CET 2020
> There is nothing in that plot to indicate that the result given by
> optim() should be accepted as optimal. The numerical approximation to
> the derivative is 0.055851 everywhere in your graph
That wasn't how I intended the plot to be interpreted.
By default, the step size (in x) is 1e-5, which seems like a moderate step size.
However, at that level, the numerical approximation is very badly behaved.
And if the step size is decreased, things get worse.
I haven't checked all the technical details of the optim function.
But any reliance on numerical approximations of the derivative, have a
high chance of running into problems using a function like this.
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