Some thought about this overnight led to conclusion that a capability
to follow from one method to another could be quite useful. Moreover,
it should be pretty easy to fit it into our current trial version of
optimx()
as we call the function. More at UseR.
JN
Ravi Varadhan wrote:
Stephen,
No. Currently, AFAIK, there is no such switching algorithm for optimization
in R. John Nash and I are working on a package for integrating various
optimization tools (for smooth, box-constrained optimization) in R. This
will have a function that can run through multiple algorithms. While this
is not exactly what you are asking for, it can be quite useful for your
purposes, which I assume is to find a local optimum in a reliable fashion.
Ravi.
...
-----Original Message-----
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Stephen Collins
Sent: Tuesday, May 26, 2009 2:48 PM
To: r-h...@stat.math.ethz.ch
Subject: [R] optim() question
I've seen with other software the capability for the optimizer to switch
algorithms if it is not making progress between iterations. Is this
capability available in optim()?
Thanks,
Stephen Collins, MPP | Analyst
Health & Benefits | Aon Consulting
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