[R] DEoptim inconsistent output

Simon Zehnder
2013-09-29T18:47:55Z

It's always a good thing to trace the optimization. There can be a lot of
reasons:

Is the function correctly implemented?

Is it defined for all values? If not, is it defined for all values in the
constrained parameter space? Is it defined for the constraint? If it is not
defined for the constrained (e.g. for zero, take the lower bound to be 1e-10;
approximately zero)

How do the numerical gradients behave? They rely on difference methods, could be
undefined for some values.

So, as long as we have no error messages or more precise information, we cannot
help you.


Best

Simon

On Sep 29, 2013, at 7:17 PM, Aya Anas <aanas at feps.edu.eg> wrote:

> Dear all,
>
>
>
> I wrote an R optimization code using the DEoptim package that is used to
> minimize a numerical integration subject to a single constraint. I noticed
> that the code takes a long time to give an output. The resulting output
> doesn't make sense at all. I got parameters that don't satisfy the
> constraint. In addition, when i substituted with the resulting parameters
> in the objective function, I didn't obtain the resulting optimal
objective
> function value. What might be the reason behind this?
>
> .
>
> Thanks,
>
> Aya
>
>
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>
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