Skip to content
Prev 87373 / 398502 Next
Original Raw

any more direct-search optimization method in R

Weijie Cai 
Hello list,

I am dealing with a noisy function (gradient,hessian not available) with 
simple boundary constraints (x_i>0). I've tried constrOptim() using nelder 
mead to minimize it but it is way too slow and the returned results are not 
satisfying. simulated annealing is so hard to tune and it always crashes R 
program in my case. I wonder if there are any packages or functions can do 
direct search optimization?

A rough search in literature shows multidirectional search and DIRECT 
algorithm may help. Is there any other satisfying algorithm?

Thanks,
WC

Thread (6 messages)

Weijie Cai any more direct-search optimization method in R Feb 28 Ingmar Visser any more direct-search optimization method in R Feb 28 Ben Bolker any more direct-search optimization method in R Feb 28 Spencer Graves any more direct-search optimization method in R Feb 28 Weijie Cai any more direct-search optimization method in R Feb 28 Patrick Burns any more direct-search optimization method in R Feb 28