search for: polyalgorithm

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2016 Oct 09
1
optim(?, method=?L-BFGS-B?) stops with an error
...ifference in syntax from optim() to be a nuisance and was heavy to maintain. Also I wanted parameter scaling to work for all methods, as in optim(). However, Ravi's efforts easily convinced me that trying multiple methods was a good idea, so there is an opm() function. We also had an option for polyalgorithms and at one point for multiple starts. I've put them in polyopt() and multistart() -- the combination in optimx was driving me nuts when doing any work on the code. Ravi, I hope this doesn't offend. The optimx ideas are still there, but the restructuring will, I hope, lead to easier mainten...
2017 Dec 31
1
Order of methods for optimx
Dear R-er, For a non-linear optimisation, I used optim() with BFGS method but it stopped regularly before to reach a true mimimum. It was not a problem with limit of iterations, just a local minimum. I was able sometimes to reach better minimum using several rounds of optim(). Then I moved to optimx() to do the different optim rounds automatically using "Nelder-Mead" and