[R-sig-ME] optimizers for mixed models

[Ross Boylan]

On 3/14/2013 10:55 AM, Ross Boylan wrote:
> Optimization was originally via a custom optimizer using rho.  The 
> custom optimizer did not incorporate bounds, and blew up when it got 
> rho outside of [-1, 1].  So we switched to atanh(rho) as the target of 
> optimization.  However, for some simulated datasets that failed to 
> converge, as atanh(rho) marched slowly off toward infinity.  We 
> switched to optim with bounds to cut that process off.
>
> So perhaps we should go back to rho, but using optim or the other 
> bounded optimizers you suggested.
>
> So the fact that atanh(rho) is unbounded is a feature from some 
> perspectives, but a bug from others. 
I forgot to mention that we actually have analytic second (and first) 
derivatives.  Switching to optim from the packages internal optimizer 
meant we're no longer using the analytic 2nd derivative.

Ross