Actually, Interval Analysis can be used to find _all_ optima (including the global optimum) within a starting box. It's not particularly well-known in statistical circles.
See this (for example): http://bib.tiera.ru/ShiZ/math/other/Global%20Optimization%20Using%20Interval%20Analysis%20-%20E.%20Hansen%20(CRC).pdf<http://bib.tiera.ru/ShiZ/math/other/Global%20Optimization%20Using%20Interval%20Analysis%20-%20E.%20Hansen%20%28CRC%29.pdf> Kevin On Thu, Nov 10, 2011 at 3:20 PM, Rolf Turner <rolf.tur...@xtra.co.nz> wrote: > On 11/11/11 08:55, Dimitri Liakhovitski wrote: > >> Bert, >> that's exactly where I started. I found optim in the first paragraph >> under "General Purpose Continuous Solvers" and used bounded BFGS for a >> constrained optimization for a situation with more than 1 parameters. >> Again, not being an engineer / mathematician - would greatly >> appreciate any pointers. >> > > I'm no expert on numerical optimisation (though I've done quite > a bit of it in my own ham-fisted way :-) ). Anyway, it seems to me > that the only strategy that anyone can use in seeking a global > optimum when there are multiple local optima is to use a wide > variety of starting values. Possibly placed on a (relatively coarse) > grid. > > It can be a tough problem. Good luck. > > cheers, > > Rolf Turner > > > ______________________________**________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/**listinfo/r-help<https://stat.ethz.ch/mailman/listinfo/r-help> > PLEASE do read the posting guide http://www.R-project.org/** > posting-guide.html <http://www.R-project.org/posting-guide.html> > and provide commented, minimal, self-contained, reproducible code. > -- Kevin Wright [[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.
