Hello,
Genetic algorithm can prove handy as well here. see for instance https://cran.r-project.org/web/packages/GA/vignettes/GA.html with non-convex objective functions I usually try a genetic algorithm for a few rounds then finish using nlminb Best regards, Jeremie Marc Girondot via R-help <r-help@r-project.org> writes: > I fit also model with many variables (>100) and I get good result when > I mix several method iteratively, for example: 500 iterations of > Nelder-Mead followed by 500 iterations of BFGS followed by 500 > iterations of Nelder-Mead followed by 500 iterations of BFGS > etc. until it stabilized. It can take several days. > I use or several rounds of optimx or simply succession of optim. > > Marc > > Le 28/11/2018 à 09:29, Ruben a écrit : >> Hi, >> >> Sarah Goslee (jn reply to Basic optimization question (I'm a >> rookie)): "R is quite good at optimization." >> >> I wonder what is the experience of the R user community with high >> dimensional problems, various objective functions and various >> numerical methods in R. >> >> In my experience with my package CatDyn (which depends on optimx), I >> have fitted nonlinear models with nearly 50 free parameters using >> normal, lognormal, gamma, Poisson and negative binomial exact >> loglikelihoods, and adjusted profile normal and adjusted profile >> lognormal approximate loglikelihoods. >> >> Most numerical methods crash, but CG and spg often, and BFGS, >> bobyqa, newuoa and Nelder-Mead sometimes, do yield good results (all >> numerical gradients less than 1) after 1 day or more running in a >> normal 64 bit PC with Ubuntu 16.04 or Windows 7. >> >> Ruben >> > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
