If you have only boundary constraints on parameters you can use method L-BFGS in optim. Hth, ingmar
> From: Weijie Cai <[EMAIL PROTECTED]> > Date: Tue, 28 Feb 2006 11:48:32 -0500 > To: <r-help@stat.math.ethz.ch> > Subject: [R] any more direct-search optimization method in R > > Hello list, > > I am dealing with a noisy function (gradient,hessian not available) with > simple boundary constraints (x_i>0). I've tried constrOptim() using nelder > mead to minimize it but it is way too slow and the returned results are not > satisfying. simulated annealing is so hard to tune and it always crashes R > program in my case. I wonder if there are any packages or functions can do > direct search optimization? > > A rough search in literature shows multidirectional search and DIRECT > algorithm may help. Is there any other satisfying algorithm? > > Thanks, > WC > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html