Re: [R] optimized value worse than starting Value

2010-09-09 Thread Barry Rowlingson
On Wed, Sep 8, 2010 at 6:26 PM, Michael Bernsteiner dethl...@hotmail.com wrote: @Barry: Yes it is the Rosenbrock Function. I'm trying out some thing I found here: http://math.fullerton.edu/mathews/n2003/PowellMethodMod.html @Ravi: Thanks for your help. I will have a closer look at the BB

Re: [R] optimized value worse than starting Value

2010-09-09 Thread Ravi Varadhan
] optimized value worse than starting Value To: Michael Bernsteiner dethl...@hotmail.com Cc: rvarad...@jhmi.edu, r-help@r-project.org On Wed, Sep 8, 2010 at 6:26 PM, Michael Bernsteiner dethl...@hotmail.com wrote: @Barry: Yes it is the Rosenbrock Function. I'm trying out some thing I found here

Re: [R] optimized value worse than starting Value

2010-09-09 Thread Hans W Borchers
Barry Rowlingson b.rowlingson at lancaster.ac.uk writes: On Wed, Sep 8, 2010 at 1:35 PM, Michael Bernsteiner dethlef1 at hotmail.com wrote: Dear all, I'm optimizing a relatively simple function. Using optimize the optimized parameter value is worse than the starting. why? I would

[R] optimized value worse than starting Value

2010-09-08 Thread Michael Bernsteiner
Dear all, I'm optimizing a relatively simple function. Using optimize the optimized parameter value is worse than the starting. why? f-function(delta,P,U){ minimiz-P+delta*U x-minimiz[1] y-minimiz[2] z-100*(y-x^2)^2+(1-x)^2 return(z) } result-optimize(f, interval=c(-10,

Re: [R] optimized value worse than starting Value

2010-09-08 Thread Ravi Varadhan
this helps, Ravi. -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Michael Bernsteiner Sent: Wednesday, September 08, 2010 8:36 AM To: r-help@r-project.org Subject: [R] optimized value worse than starting Value Dear all, I'm optimizing

Re: [R] optimized value worse than starting Value

2010-09-08 Thread Barry Rowlingson
On Wed, Sep 8, 2010 at 1:35 PM, Michael Bernsteiner dethl...@hotmail.com wrote: Dear all, I'm optimizing a relatively simple function. Using optimize the optimized parameter value is worse than the starting. why? f-function(delta,P,U){    minimiz-P+delta*U    x-minimiz[1]    

Re: [R] optimized value worse than starting Value

2010-09-08 Thread Ravi Varadhan
: Wednesday, September 08, 2010 10:27 AM To: Michael Bernsteiner Cc: r-help@r-project.org Subject: Re: [R] optimized value worse than starting Value On Wed, Sep 8, 2010 at 1:35 PM, Michael Bernsteiner dethl...@hotmail.com wrote: Dear all, I'm optimizing a relatively simple function. Using

Re: [R] optimized value worse than starting Value

2010-09-08 Thread Michael Bernsteiner
From: rvarad...@jhmi.edu To: b.rowling...@lancaster.ac.uk; dethl...@hotmail.com CC: r-help@r-project.org Subject: RE: [R] optimized value worse than starting Value Date: Wed, 8 Sep 2010 12:09:31 -0400 Numerical optimisations are best done using as many methods as possible See the optimx