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heywire
2009 Mar 25
1
intelligent optimizer (with domain restrictions?)
...ive values into my objective function, and I will be good.
this is about the time to start laughing, of course.
so, nlm() computes a gradient that is huge at my initial starting value. it
then decides that it wants to take a step into exp(20.59), at which point
everything in my function goes heywire and it wants to return NA. now nlm()
barfs...and I am seriously consider grid-searching. This does not strike me
as particular intelligent.
are there any intelligent optimizers that understand domains and/or
will "backstep" gracefully when they encounter an NA? are there better wa...