[R] BFGS versus L-BFGS-B

[Bert Gunter]

On Fri, Feb 25, 2011 at 12:00 PM, Brian Tsai <btsai00 at gmail.com> wrote:
> Hi John,
>
> Thanks so much for the informative reply!  I'm currently trying to optimize
> ~10,000 parameters simultaneously - for some reason,

-- Some expert (Ravi, John ?) please correct me, but: Is the above not
complete nonsense? I can't imagine poking around usefully  in 10K
dimensional space for an extremum unless maybe one can find the
extremum by 10K separate 1-dim optimizations. And maybe not then
either.

Am I way offbase here, or has Brian merely described just another
inefficient way to produce random numbers?

-- Bert