Hi, I'm having a problem converting a Matlab program into R. The R code works almost all the time, but about 4% of the time R's optim function gets stuck on a local minimum whereas matlab's fminsearch function does not (or at least fminsearch finds a better minimum than optim). My understanding is that both functions default to Nelder-Mead optimization, but what's different about the two functions? Below, I've pasted the relevant default options I could find. Are there other options I should to consider? Does Matlab have default settings for reflection, contraction, and expansion, and if so what are they? Are there other reasons optim and fminsearch might work differently? Thanks.
***Matlab's fminsearch defaults*** MaxFunEvals: '200*numberofvariables' MaxIter: '200*numberofvariables' TolFun: 1.0000e-004 #Termination tolerance on the function value. TolX: 1.0000e-004 #Termination tolerance on x. ***R's optim defaults (for Nelder-Mead)*** maxit=500 reltol=1e-8 alpha=1.0 #Reflection beta=.5 #Contraction gamma=2.0 #Expansion Anthony J. Bishara Post-Doctoral Fellow Department of Psychological & Brain Sciences Indiana University 1101 E. Tenth St. Bloomington, IN 47405 (812)856-4678 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
