Thank you for your kind comments. I tried different algorithms such as BFGS, CG, and so on. However, the choice of algorithms was not effective on reducing computation time.
Instead, your second suggestion of coding the gradient of minimization function was a little bit successful to reduce computation time. It was twice faster than before. I appreciate you for your help. 2010/11/22 Rubén Roa <r...@azti.es> > Did you try different algorithms? optim has Nelder-Mead (default), BFGS, > simulated annealing, CG, etc. > Depending on your problem, they can be much faster than the default. > See > ?optim > and check the info for 'method' > > Check also optimx, a new wrapper for optim that can try out all methods. > > Another approach that may speed up calculations is to code for the > gradients of the function that you're minimizing. > Check argument 'gr' of optimx. > > HTH > > > ____________________________________________________________________________________ > > Dr. Rubén Roa-Ureta > AZTI - Tecnalia / Marine Research Unit > Txatxarramendi Ugartea z/g > 48395 Sukarrieta (Bizkaia) > SPAIN > > > > > -----Mensaje original----- > > De: r-help-boun...@r-project.org > > [mailto:r-help-boun...@r-project.org] En nombre de Wonsang You > > Enviado el: lunes, 22 de noviembre de 2010 16:17 > > Para: r-help@r-project.org > > Asunto: [R] Fast Two-Dimensional Optimization > > > > > > Dear R Helpers, > > > > I have attempted "optim" function to solve a two-dimensional > > optimization problem. It took around 25 second to complete > > the procedure. > > However, I want to reduce the computation time: less than 7 > > second. Is there any optimization function in R which is very rapid? > > > > Best Regards, > > Wonsang > > > > > > ----- > > Wonsang You > > Leibniz Institute for Neurobiology > > -- > > View this message in context: > > http://r.789695.n4.nabble.com/R-Fast-Two-Dimensional-Optimizat > > ion-tp3053782p3053782.html > > Sent from the R help mailing list archive at Nabble.com. > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-help@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide > > http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > > [[alternative HTML version deleted]]
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
