Hamazaki, Hamachan (DFG <toshihide.hamazaki <at> alaska.gov> writes:
> > Dear list, > > I am using optim() function to MLE ~55 parameters, but it is very slow to converge (~ 25 min), whereas I can do > the same in ~1 sec. using ADMB, and ~10 sec using MS EXCEL Solver. > > Are there any tricks to speed up? > > Are there better optimization functions? > There's absolutely no way to tell without knowing more about your code. You might try method="CG": Method ‘"CG"’ is a conjugate gradients method based on that by Fletcher and Reeves (1964) (but with the option of Polak-Ribiere or Beale-Sorenson updates). Conjugate gradient methods will generally be more fragile than the BFGS method, but as they do not store a matrix they may be successful in much larger optimization problems. If ADMB works better, why not use it? You can use the R2admb package (on R forge) to wrap your ADMB calls in R code, if you prefer that workflow. Ben ______________________________________________ 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.