Thanks for the feedback. I should've mentioned before that the function is non-smooth. Also, it has a 3-element free parameter vector, and I've been using a grid of 27 vectors of starting parameters.
Anthony -----Original Message----- From: Prof Brian Ripley [mailto:[EMAIL PROTECTED] Sent: Monday, June 12, 2006 1:40 PM To: Anthony Bishara Cc: [email protected] Subject: Re: [R] r's optim vs. matlab's fminsearch Unless you know the function to be non-smooth, I suggest you use method="BFGS" in R. BTW, all such algorithms are only designed to find local minima, and so the choice of starting point may be crucial. On Mon, 12 Jun 2006, Anthony Bishara wrote: > 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 > -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [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
