Hi All
I'm using 'optim' and 'NelderMead' in conjunction with my finite element
solver.
A "good" optimization is a balance between accuracy and cpu time … in
other word I do not necessary need to be accurate at 1e-11 but requiring
a lot of iterations where 1e-3 is enough with a lower amount of loops.
In my understanding:
* With 'optim', I can modifiy
* The step value h in numderivative (put at 1e-3 after previous tests
on analytical functions tests)
* The values of epsf (default value) and epsg (tested at 1e-3 and
1e-5)
* With "Neldermead", I can change:
* Tolfunrelative (tested at default value for the moment)
* Tolxrelative (tested at default value for the moment)
Am I right or is there another 'flags' I can play with?
_NB_: so far, Nelder-Mead requires less iterations than 'optim' with a
single variable … I'm wondering how can I improve optim use that is
supposed to converge faster?
Thanks
Paul_______________________________________________
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