Why not use one of the global optimizers in R, for instance 'DEoptim', and then apply optim() to find the last six decimals? I am relatively sure that the Differential Evolution operator has a better chance to come near a global optimum than a loop over optim(), though 'DEoptim' may be a bit slow (only for quite large numbers of parameters).
Regards, Hans Werner Mike Prager wrote: > > tedzzx <[EMAIL PROTECTED]> wrote: > >> >> If I want to find out the globle minia, how shoul I change my code? > > I sometimes use optim() within a loop, with random starting > values for each iteration of the loop. You can save the > objective function value each time and pick the best solution. > Last time I did that, I ran it 100 times. > > That procedure does not guarantee finding the global minimum. > However, it does make it *more likely* to find the global minmum > *within the range of your starting values*. > > Often, I make a boxplot of the various results. If they don't > show a strong mode, there is a data or model problem that needs > to be addressed. For example, the solution may be poorly defined > by the data, or the model may be specified with confounded > parameters. > > -- > Mike Prager, NOAA, Beaufort, NC > * Opinions expressed are personal and not represented otherwise. > * Any use of tradenames does not constitute a NOAA endorsement. > > ______________________________________________ > 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. > > -- View this message in context: http://www.nabble.com/optimization-problem-tp20730032p20784256.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
