[R] 1 dimensional optimization with local minima

Jeroen Ooms jeroen.ooms at stat.ucla.edu
Tue Nov 3 08:00:40 CET 2009


I am using numerical optimization to fit a 1 parameter model, in which the
input parameter is bounded. I am currently using optimize(), however, the
problem turns out to have local minima, and optimize does not always seem to
find the global minimum. I could to write a wrapping function that tries
multiple intervals or starting values, but I would prefer a package that has
built-in methods to make it more robust against local minima.

I checked the CRAN Task View for Optimization, however there seem to be a
lot of alternatives, and not being an optimization expert, I could use some
advice. What could be an appropriate package or function for one-dimensional
bounded optimization, that includes some protection against local minima? 



-----
Jeroen Ooms * Dept. of Methodology and Statistics * Utrecht University 

Visit  http://www.jeroenooms.com www.jeroenooms.com  to explore some of my
current projects.





 
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