@Barry: Yes it is the Rosenbrock Function. I'm trying out some thing I found here: http://math.fullerton.edu/mathews/n2003/PowellMethodMod.html
@Ravi: Thanks for your help. I will have a closer look at the BB package. Am I right, that the optimx package is ofline atm? (Windows) Michael > From: rvarad...@jhmi.edu > To: b.rowling...@lancaster.ac.uk; dethl...@hotmail.com > CC: r-help@r-project.org > Subject: RE: [R] optimized value worse than starting Value > Date: Wed, 8 Sep 2010 12:09:31 -0400 > > "Numerical optimisations are best done using as many methods as possible" > > See the "optimx" package: > > http://cran.r-project.org/web/packages/optimx/index.html > > Ravi. > > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On > Behalf Of Barry Rowlingson > Sent: Wednesday, September 08, 2010 10:27 AM > To: Michael Bernsteiner > Cc: r-help@r-project.org > Subject: Re: [R] optimized value worse than starting Value > > On Wed, Sep 8, 2010 at 1:35 PM, Michael Bernsteiner > <dethl...@hotmail.com> wrote: > > > > Dear all, > > > > I'm optimizing a relatively simple function. Using optimize the optimized > parameter value is worse than the starting. > > why? > > > > f<-function(delta,P,U){ > > minimiz<-P+delta*U > > x<-minimiz[1] > > y<-minimiz[2] > > z<-100*(y-x^2)^2+(1-x)^2 > > return(z) > > } > > This looks familiar. Is this some 1-d version of the Rosenbrock > Banana Function? > > http://en.wikipedia.org/wiki/Rosenbrock_function > > It's designed to be hard to find the minimum. In the real world one > would hope that things would not have such a pathological behaviour. > > Numerical optimisations are best done using as many methods as > possible - see optimise, nlm, optim, nlminb and the whole shelf of > library books devoted to it. > > Barry > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
