Message-ID: <Pine.A41.4.61b.0504260851450.131934@homer03.u.washington.edu>
Date: 2005-04-26T17:57:39Z
From: Thomas Lumley
Subject: "wild" function example in optim
In-Reply-To: <20050426154749.33905.qmail@web61201.mail.yahoo.com>
On Tue, 26 Apr 2005, Werner Bier wrote:
> Dear all,
>
> Firstly, I do apologize if my question is simple and posted in the wrong
> place but I had no reply from the R-help mailing list (maybe it is too
> simple!).
>
> I was wondering why parscale is set to 20 in the "wild" function example
> used in ?optim. This function has only one parameter and if we set
> parscale equal to 1 then the solution near the global minimum is not
> found.
>
> I would use parscale only in cases the object function has more than one
> parameter to be optimised, shouldn't I?
>
parscale is more important in cases with more than one parameter
(and with one parameter you could set fnscale instead of parscale to get
the same effect)
However, a sufficiently badly scaled one-d problem can still benefit from
fnscale or parscale.
> f
function(x) 1e-10*x^2
> g
function(x) 2e-10*x
> optim(7,f,g,method="CG")$par
[1] 7
> optim(7,f,g,method="CG",control=list(parscale=1e5))$par
[1] 1.209735e-14
> optim(7,f,g,method="CG",control=list(fnscale=1e-10))$par
[1] 1.673141e-15
-thomas
-thomas