[R-sig-hpc] Optimizer Question

[Cristian Bologa]

Hi Jeff,

For non-linear optimizations, I have found nloptr to be pretty good.

Cristian


Cristian Bologa, Ph.D.
Research Professor,
Div. of Translational Informatics, 
Dept. of Internal Medicine,
Univ. of New Mexico, School of Medicine,
Innovation Discovery&Training Center, MSC09 5025, 
700 Camino de Salud NE, Albuquerque, NM 87131
Telephone: +1 (505) 925-7534
Fax:+1 (505) 925-7625
--------------------------
"People don't want more information, they want insights"



-----Original Message-----
From: R-sig-hpc [mailto:r-sig-hpc-bounces at r-project.org] On Behalf Of Bromaghin, Jeffrey
Sent: Friday, August 04, 2017 2:22 PM
To: r-sig-hpc at r-project.org
Subject: [R-sig-hpc] Optimizer Question

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>*

	[[alternative HTML version deleted]]

_______________________________________________
R-sig-hpc mailing list
R-sig-hpc at r-project.org
https://stat.ethz.ch/mailman/listinfo/r-sig-hpc