Le 01/10/11 08:12, yehengxin a écrit :
I used to consider using R and "Optim" to replace my commercial packages:
Gauss and Matlab.  But it turns out that "Optim" does not converge
completely.
What it means "completely" ?
The same data for Gauss and Matlab are converged very well.  I
see that there are too many packages based on "optim" and really doubt if
they can be trusted!


I don't understand the "too many". If a package needs an optimization, it is normal that it uses optim !

I use the same model in r, Excel solver (the new version is rather good) or Profit (a mac software, very powerful) and r is rather one of the best solution. But they are many different choices that can influence the optimization. You must give an example of the problem. I find some convergence problem when the criteria to be minimized is the result of a stochastic model (ie if the same set of parameters produce different objective value depending on the run). In this case the fit stops prematurely and the method SANN should be preferred. In conclusion, give us more information but take into account that non-linear optimization is a complex world !
Marc


--
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Marc Girondot, Pr

Laboratoire Ecologie, Systématique et Evolution
Equipe de Conservation des Populations et des Communautés
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