optim() question
Some thought about this overnight led to conclusion that a capability to follow from one method to another could be quite useful. Moreover, it should be pretty easy to fit it into our current trial version of optimx() as we call the function. More at UseR. JN
Ravi Varadhan wrote:
Stephen, No. Currently, AFAIK, there is no such switching algorithm for optimization in R. John Nash and I are working on a package for integrating various optimization tools (for smooth, box-constrained optimization) in R. This will have a function that can run through multiple algorithms. While this is not exactly what you are asking for, it can be quite useful for your purposes, which I assume is to find a local optimum in a reliable fashion. Ravi. ... -----Original Message----- From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Stephen Collins Sent: Tuesday, May 26, 2009 2:48 PM To: r-help at stat.math.ethz.ch Subject: [R] optim() question I've seen with other software the capability for the optimizer to switch algorithms if it is not making progress between iterations. Is this capability available in optim()? Thanks, Stephen Collins, MPP | Analyst Health & Benefits | Aon Consulting