using optimize() correctly ...
Berend Hasselman wrote:
If you do resopt <- optim(-5,f, method="SANN",control=list(fnscale=-1)) you will get the global maximum. SANN: simulated annealing. But starting in -4 takes you to the local maximum.
So if I understand correctly, this method would also yield the same sort of result (ie non-guaranteed global max or min over the range -10 to 10).
But the help for optim recommends optimize for one-dimensional maximization.
Yes, I recall reading this.
As far as I know there is no general foolproof method for finding a global optimum except trying different initial points. No method can really replace one's own knowledge about a function.
Agreed, however, I am testing a genetic algorithm's ability to find the global maximum/minimum and was looking for another independent tool to verify the results I am getting for f(x) and f(x, y), ie my various test functions which will be more complex than the one I posted (and many will be multi-modal since those present a challenge for any algorithm). Since R has proven to be quite capable in the past I thought I would check and see if it could easily do this. I was hoping to avoid having to plot and re-run various functions repeatedly over various ranges or starting points. Thanks again for the help/information, much appreciated. Esmail