Message: 114
Date: Mon, 2 Nov 2009 23:00:40 -0800 (PST)
From: Jeroen Ooms <jeroen.ooms at stat.ucla.edu>
Subject: [R] 1 dimensional optimization with local minima
To: r-help at r-project.org
Message-ID: <26160001.post at talk.nabble.com>
Content-Type: text/plain; charset=us-ascii
I am using numerical optimization to fit a 1 parameter model, in which the
input parameter is bounded. I am currently using optimize(), however, the
problem turns out to have local minima, and optimize does not always seem to
find the global minimum. I could to write a wrapping function that tries
multiple intervals or starting values, but I would prefer a package that has
built-in methods to make it more robust against local minima.
I checked the CRAN Task View for Optimization, however there seem to be a
lot of alternatives, and not being an optimization expert, I could use some
advice. What could be an appropriate package or function for one-dimensional
bounded optimization, that includes some protection against local minima?
-----
Jeroen Ooms * Dept. of Methodology and Statistics * Utrecht University
Visit http://www.jeroenooms.com www.jeroenooms.com to explore some of my
current projects.
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