Message-ID: <4EBC400A.4000602@xtra.co.nz>
Date: 2011-11-10T21:20:10Z
From: Rolf Turner
Subject: optim seems to be finding a local minimum
In-Reply-To: <CAN2xGJaZ6pJdCFzoWnciUTJM+gNDcLDcM6jQjrBcUQ4_945hKw@mail.gmail.com>
On 11/11/11 08:55, Dimitri Liakhovitski wrote:
> Bert,
> that's exactly where I started. I found optim in the first paragraph
> under "General Purpose Continuous Solvers" and used bounded BFGS for a
> constrained optimization for a situation with more than 1 parameters.
> Again, not being an engineer / mathematician - would greatly
> appreciate any pointers.
I'm no expert on numerical optimisation (though I've done quite
a bit of it in my own ham-fisted way :-) ). Anyway, it seems to me
that the only strategy that anyone can use in seeking a global
optimum when there are multiple local optima is to use a wide
variety of starting values. Possibly placed on a (relatively coarse)
grid.
It can be a tough problem. Good luck.
cheers,
Rolf Turner