[R-sig-hpc] Optimizer Question

Bromaghin, Jeffrey jbromaghin at usgs.gov
Fri Aug 4 22:21:47 CEST 2017


Dear r-sig-hpc members,

I have developed a new method of interest to ecologists that involves
solving a large optimization problem.  One example I used in a recent paper
had over 5,700 parameters.  I have been using Matlab and a optimization
library called Tomlab, which works quite well.  However, I would like to
incorporate this new method into an R package, but question whether the
optimizers available in R can handle a problem of this size efficiently.
Does anyone have experience solving such large problems with any of the
optimizers available in R and, if so, what optimizer(s) would you recommend
I try?

Thank you,
Jeff
-----------------------------------------------
Jeffrey F. Bromaghin, PhD
Research Statistician
USGS Alaska Science Center
Marine Ecosystems Office
4210 University Drive
Anchorage, AK 99508
907-786-7086
jbromaghin at usgs.gov
*http://alaska.usgs.gov/science/biology/quantitative_ecology/index.php
<http://alaska.usgs.gov/science/biology/quantitative_ecology/index.php>*

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