Actually, Interval Analysis can be used to find _all_ optima (including the
global optimum) within a starting box.  It's not particularly well-known in
statistical circles.

See this (for example):

http://bib.tiera.ru/ShiZ/math/other/Global%20Optimization%20Using%20Interval%20Analysis%20-%20E.%20Hansen%20(CRC).pdf<http://bib.tiera.ru/ShiZ/math/other/Global%20Optimization%20Using%20Interval%20Analysis%20-%20E.%20Hansen%20%28CRC%29.pdf>

Kevin

On Thu, Nov 10, 2011 at 3:20 PM, Rolf Turner <rolf.turner@xtra.co.nz> wrote:

> 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
>
>
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-- 
Kevin Wright

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