Displaying 1 result from an estimated 1 matches for "numberofvariables".
2006 Jun 12
1
r's optim vs. matlab's fminsearch
...uld find. Are there other options I should to consider? Does
Matlab have default settings for reflection, contraction, and expansion, and
if so what are they? Are there other reasons optim and fminsearch might
work differently?
Thanks.
***Matlab's fminsearch defaults***
MaxFunEvals: '200*numberofvariables'
MaxIter: '200*numberofvariables'
TolFun: 1.0000e-004 #Termination tolerance on the function
value.
TolX: 1.0000e-004 #Termination tolerance on x.
***R's optim defaults (for Nelder-Mead)***
maxit=500
reltol=1e-8
alpha=1.0 #Reflection
beta=.5 #Contraction
gamma=2.0 #Expansio...