On 11/11/11 08:55, Dimitri Liakhovitski wrote:
Bert, that's exactly where I started. I found optim in the first paragraph under "General Purpose Continuous Solvers" and used bounded BFGS for a constrained optimization for a situation with more than 1 parameters. Again, not being an engineer / mathematician - would greatly appreciate any pointers.
I'm no expert on numerical optimisation (though I've done quite a bit of it in my own ham-fisted way :-) ). Anyway, it seems to me that the only strategy that anyone can use in seeking a global optimum when there are multiple local optima is to use a wide variety of starting values. Possibly placed on a (relatively coarse) grid. It can be a tough problem. Good luck. cheers, Rolf Turner ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.