Re: [R-SIG-Finance] DEoptim and guarantees

2014-08-25 Thread Enrico Schumann
On Sun, 24 Aug 2014, alexios ghalanos alex...@4dscape.com writes: On 24/08/2014 19:24, Enrico Schumann wrote: On Fri, 22 Aug 2014, alexios ghalanos alex...@4dscape.com writes: 1. DEoptim is a nonlinear global optimization solver. Global optimization is usually reserved for hard to solve

Re: [R-SIG-Finance] DEoptim and guarantees

2014-08-24 Thread alexios ghalanos
On 24/08/2014 19:24, Enrico Schumann wrote: On Fri, 22 Aug 2014, alexios ghalanos alex...@4dscape.com writes: 1. DEoptim is a nonlinear global optimization solver. Global optimization is usually reserved for hard to solve non-convex problems with many local minima. There is no guarantee of