I am running a lot of optimization problems, at the moment using 'optim'
('optim' is actually called by another program). All of the problems have
variables with simple upper and lower bounds, which I can easily transform
into a form that is unconstrained and solve using 'BFGS'. But I was wondering
is if it is more robust to solve the problem this way, or to use L-BFGS-B
instead.
Also how much difference can it make using 'optimx' instead 'optim'? The
program I am using (KFAS) allows this, I just have to do some extra
programming to use it.
Thanks,
-Roy
**********************
"The contents of this message do not reflect any position of the U.S.
Government or NOAA."
**********************
Roy Mendelssohn
Supervisory Operations Research Analyst
NOAA/NMFS
Environmental Research Division
Southwest Fisheries Science Center
***Note new street address***
110 McAllister Way
Santa Cruz, CA 95060
Phone: (831)-420-3666
Fax: (831) 420-3980
e-mail: roy.mendelss...@noaa.gov www: https://www.pfeg.noaa.gov/
"Old age and treachery will overcome youth and skill."
"From those who have been given much, much will be expected"
"the arc of the moral universe is long, but it bends toward justice" -MLK Jr.
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