DE optimization with equality constraint

Paul Smith <phhs80 <at> gmail.com> writes:

The problem with DEoptim approach is that is not guaranteed that it
converges to the solution. Moreover, from my experience, it seems to
be quite slow when the optimization problem is high-dimensional (i.e.,
with many variables).

Paul

There is a difference between local and global optimization:

'optim' realizes *local* optimization using a gradient-based approach.
This is fast, but will get stuck in local optima (except method SANN). 
'DEoptim' is one of many approaches to *global* optimization, of which
each has its advantages and drawbacks.

...not guaranteed that it converges to the solution.

As a local optimization routine, also 'optim' does not guarantee to
  reach a (global) optimum.

[DEoptim] seems to be quite slow...

This is normal for routines in global optimization as they have to
  search a quite large space.

Hans Werner