Ajay Shah <ajayshah <at> mayin.org> writes: > > I wondered was people on this list felt about this article: > http://www.voxeu.org/index.php?q=node/2363 > which talks about the problems of obtaining sound answers in numerical > optimisation in settings such as MLE or NLS.
It seems perfectly reasonable (it says that lots of real-world optimization problems have multiple maxima and rough surfaces and that a variety of stochastic global optimization techniques like simulated annealing, genetical algorithms, differential evolution, etc., are useful) but nothing desperately new. R does have some tools (genoud package, method="SANN" in optim) for heuristic optimization etc. but (perhaps because they generally require a lot of tuning/fiddling) they aren't as generally available and polished as the optimization methods that assume a smooth/unimodal surface ... Ben Bolker ______________________________________________ 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.