Re: [R] using optimize() correctly ...

2009-05-25 Thread Esmail
Berend Hasselman wrote: If you do resopt - optim(-5,f, method=SANN,control=list(fnscale=-1)) you will get the global maximum. SANN: simulated annealing. But starting in -4 takes you to the local maximum. So if I understand correctly, this method would also yield the same sort of result

Re: [R] using optimize() correctly ...

2009-05-25 Thread Esmail
Hi Ravi! Ravi Varadhan wrote: Yes. Most classical optimization methods (e.g. gradient-type, Newton-type) are local, i.e. they do not attempt to locate the global optimum. Ah .. I see. The primary difficulty with global optimization is that there are no mathematical conditions that

Re: [R] using optimize() correctly ...

2009-05-24 Thread Esmail
Hello Berend, Berend Hasselman wrote: Your function is not unimodal. The help for optimize states: If f is not unimodal, then optimize() may approximate a local, but perhaps non-global, minimum to the same accuracy. Ah ok, I didn't read the manual page carefully enough. Do you know if R

Re: [R] using optimize() correctly ...

2009-05-24 Thread Berend Hasselman
On 24-05-2009, at 14:24, Esmail wrote: Hello Berend, Berend Hasselman wrote: Your function is not unimodal. The help for optimize states: If f is not unimodal, then optimize() may approximate a local, but perhaps non-global, minimum to the same accuracy. Ah ok, I didn't read the manual

Re: [R] using optimize() correctly ...

2009-05-24 Thread Ravi Varadhan
. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu - Original Message - From: Esmail esmail...@gmail.com Date: Sunday, May 24, 2009 8:27 am Subject: Re: [R] using optimize

[R] using optimize() correctly ...

2009-05-23 Thread Esmail
Hi, I am trying to use the optimize function to optimize a function. The results I am getting don't agree with what I compute on my own and when I look at the graph of f(x) = 100 + ((x-10)**2 + (x-10)) * cos(x-10), where -10 = x = 10 in gnuplot. I suspect I am making a mistake in the

Re: [R] using optimize() correctly ...

2009-05-23 Thread Berend Hasselman
Esmail Bonakdarian-4 wrote: Hi, I am trying to use the optimize function to optimize a function. The results I am getting don't agree with what I compute on my own and when I look at the graph of f(x) = 100 + ((x-10)**2 + (x-10)) * cos(x-10), where -10 = x = 10 in gnuplot.