Message-ID: <loom.20080331T161135-106@post.gmane.org>
Date: 2008-03-31T16:14:28Z
From: Hans W Borchers
Subject: 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