"Hans W. Borchers" <

[hidden email]> wrote:

> Why not use one of the global optimizers in R, for instance 'DEoptim', and

> then apply optim() to find the last six decimals? I am relatively sure that

> the Differential Evolution operator has a better chance to come near a

> global optimum than a loop over optim(), though 'DEoptim' may be a bit slow

> (only for quite large numbers of parameters).

Thanks for the reference. I will see if 'DEoptim' might be

useful in future problems.

HWB asked, why not use 'DEoptim' rather than a loop? Perhaps

that's a rhetorical question, but I'll answer it anyway, in the

context of the specific problem I am solving. (1) I did not know

that 'DEoptim' existed. (2) After starting a problem with 'nls',

I changed its structure slightly, which meant a change to

'optim'. Because the two functions have totally different

syntaxes, it was necessary to rewrite the entire script and its

supporting functions. Adding a loop was much simpler than

looking for yet *another* optimizer in R. (3) In the current

problem, perhaps 97 of 100 runs of 'optim' come to the same

solution (the best one found). That suggests that this is not a

terribly difficult problem and that there is little to be gained

by employing a different approach.

SOMEONE once posted about an R function that masked the syntax

differences among (at least some) R optimizers. That surely

would lower the barrier to switching among them. I've lost that

post, and my search has not turned it up. If that poster is

reading this, would you please respond with the information?

ALSO, is anyone aware of any document comparing the various

optimizers available in R (even in core R)? What are the

different intended applications, and when would each be

preferred? There is some helpful material in MASS 4, but I am

hoping for something more recent and detailed.

--

Mike Prager, NOAA, Beaufort, NC

* Opinions expressed are personal and not represented otherwise.

* Any use of tradenames does not constitute a NOAA endorsement.

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