optim() question

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.

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Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:
http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h
tml

 

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-----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


______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

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

 
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