Dear r-sig-hpc members, I have developed a new method of interest to ecologists that involves solving a large optimization problem. One example I used in a recent paper had over 5,700 parameters. I have been using Matlab and a optimization library called Tomlab, which works quite well. However, I would like to incorporate this new method into an R package, but question whether the optimizers available in R can handle a problem of this size efficiently. Does anyone have experience solving such large problems with any of the optimizers available in R and, if so, what optimizer(s) would you recommend I try? Thank you, Jeff ----------------------------------------------- Jeffrey F. Bromaghin, PhD Research Statistician USGS Alaska Science Center Marine Ecosystems Office 4210 University Drive Anchorage, AK 99508 907-786-7086 jbromaghin at usgs.gov *http://alaska.usgs.gov/science/biology/quantitative_ecology/index.php <http://alaska.usgs.gov/science/biology/quantitative_ecology/index.php>*
Optimizer Question
2 messages · Bromaghin, Jeffrey, Cristian Bologa
Hi Jeff, For non-linear optimizations, I have found nloptr to be pretty good. Cristian Cristian Bologa, Ph.D. Research Professor, Div. of Translational Informatics, Dept. of Internal Medicine, Univ. of New Mexico, School of Medicine, Innovation Discovery&Training Center, MSC09 5025, 700 Camino de Salud NE, Albuquerque, NM 87131 Telephone: +1 (505) 925-7534 Fax:+1 (505) 925-7625 -------------------------- "People don't want more information, they want insights" -----Original Message----- From: R-sig-hpc [mailto:r-sig-hpc-bounces at r-project.org] On Behalf Of Bromaghin, Jeffrey Sent: Friday, August 04, 2017 2:22 PM To: r-sig-hpc at r-project.org Subject: [R-sig-hpc] Optimizer Question Dear r-sig-hpc members, I have developed a new method of interest to ecologists that involves solving a large optimization problem. One example I used in a recent paper had over 5,700 parameters. I have been using Matlab and a optimization library called Tomlab, which works quite well. However, I would like to incorporate this new method into an R package, but question whether the optimizers available in R can handle a problem of this size efficiently. Does anyone have experience solving such large problems with any of the optimizers available in R and, if so, what optimizer(s) would you recommend I try? Thank you, Jeff ----------------------------------------------- Jeffrey F. Bromaghin, PhD Research Statistician USGS Alaska Science Center Marine Ecosystems Office 4210 University Drive Anchorage, AK 99508 907-786-7086 jbromaghin at usgs.gov *http://alaska.usgs.gov/science/biology/quantitative_ecology/index.php <http://alaska.usgs.gov/science/biology/quantitative_ecology/index.php>* _______________________________________________ R-sig-hpc mailing list R-sig-hpc at r-project.org https://stat.ethz.ch/mailman/listinfo/r-sig-hpc