[R] BFGS and Neldear-Mead

[Petr Savicky]

On Fri, Mar 18, 2011 at 11:27:58AM -0700, LC-Bea wrote:
> Hello!
> 
> I´m doing this:
> 
> A<-optim(vv,pen.wlsv,method="BFGS")
> B<-optim(vv,pen.wlsv,method="Nelder-Mead")
> 
> the function is the same
> and the initial values too
> 
> the estimate values are different, very different, at the first decimal
> 
> is there an error?

Not necessarily.

> or maybe its because of my data, or funtion to minimize?
> i thought that the values must be almost equal, that the big difference
> between the two algoritms is in the time that they use to find a solution

If the function has several local minima, then different methods
may found different ones.

Can you send more detail about the minimized function?

Petr Savicky.