optimization problem
Why not use one of the global optimizers in R, for instance 'DEoptim', and then apply optim() to find the last six decimals? I am relatively sure that the Differential Evolution operator has a better chance to come near a global optimum than a loop over optim(), though 'DEoptim' may be a bit slow (only for quite large numbers of parameters). Regards, Hans Werner
Mike Prager wrote:
tedzzx <zengzhenxing at gmail.com> wrote:
If I want to find out the globle minia, how shoul I change my code?
I sometimes use optim() within a loop, with random starting values for each iteration of the loop. You can save the objective function value each time and pick the best solution. Last time I did that, I ran it 100 times. That procedure does not guarantee finding the global minimum. However, it does make it *more likely* to find the global minmum *within the range of your starting values*. Often, I make a boxplot of the various results. If they don't show a strong mode, there is a data or model problem that needs to be addressed. For example, the solution may be poorly defined by the data, or the model may be specified with confounded parameters. -- Mike Prager, NOAA, Beaufort, NC * Opinions expressed are personal and not represented otherwise. * Any use of tradenames does not constitute a NOAA endorsement.
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