[EMAIL PROTECTED], r-help@stat.math.ethz.ch
Subject: Re: [R] any more direct-search optimization method in R
Date: Tue, 28 Feb 2006 09:33:35 -0800
WC:
What do you mean by noisy in this context?
1. You say, gradient, hessian not available. Is it continuous
with
perhaps
Hello list,
I am dealing with a noisy function (gradient,hessian not available) with
simple boundary constraints (x_i0). 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
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
Ingmar Visser I.Visser at uva.nl writes:
If you have only boundary constraints on parameters you can use method
L-BFGS in optim.
Hth, ingmar
From: Weijie Cai wcai11 at hotmail.com
I am dealing with a noisy function (gradient,hessian not available) with
simple boundary constraints
direct-search optimization method in R
Hello list,
I am dealing with a noisy function (gradient,hessian not available) with
simple boundary constraints (x_i0). I've tried constrOptim() using nelder
mead to minimize it but it is way too slow and the returned results are not
satisfying. simulated
that
you have to know something about your problem and tune methods
accordingly (see Spencer Graves' message in this thread).
Ben
Original Message
Subject: Re: [R] any more direct-search optimization method in R
Date: Tue, 28 Feb 2006 09:55:15 -0800 (PST)
From: Greg Tarpinian [EMAIL
though.
WC
From: Spencer Graves [EMAIL PROTECTED]
To: Ingmar Visser [EMAIL PROTECTED]
CC: Weijie Cai [EMAIL PROTECTED], r-help@stat.math.ethz.ch
Subject: Re: [R] any more direct-search optimization method in R
Date: Tue, 28 Feb 2006 09:33:35 -0800
WC:
What do you mean by noisy
[EMAIL PROTECTED]
To: Ingmar Visser [EMAIL PROTECTED]
CC: Weijie Cai [EMAIL PROTECTED], r-help@stat.math.ethz.ch
Subject: Re: [R] any more direct-search optimization method in R
Date: Tue, 28 Feb 2006 09:33:35 -0800
WC:
What do you mean by noisy in this context?
1. You say
