Re: [R] BFGS versus L-BFGS-B

2011-02-26 Thread Prof. John C Nash
e- >> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On >> Behalf Of Prof. John C Nash >> Sent: Friday, February 25, 2011 5:55 PM >> To: Bert Gunter >> Cc: r-help@r-project.org >> Subject: Re: [R] BFGS versus L-BFGS-B >> >&g

Re: [R] BFGS versus L-BFGS-B

2011-02-25 Thread Bert Gunter
.org [mailto:r-help-boun...@r-project.org] On > Behalf Of Prof. John C Nash > Sent: Friday, February 25, 2011 5:55 PM > To: Bert Gunter > Cc: r-help@r-project.org > Subject: Re: [R] BFGS versus L-BFGS-B > > For functions that have a reasonable structure i.e., 1 or at most a few &

Re: [R] BFGS versus L-BFGS-B

2011-02-25 Thread Ravi Varadhan
-2619 email: rvarad...@jhmi.edu -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Prof. John C Nash Sent: Friday, February 25, 2011 5:55 PM To: Bert Gunter Cc: r-help@r-project.org Subject: Re: [R] BFGS versus L-BFGS-B For functions that

Re: [R] BFGS versus L-BFGS-B

2011-02-25 Thread Prof. John C Nash
For functions that have a reasonable structure i.e., 1 or at most a few optima, it is certainly a sensible task. Separable functions are certainly nicer (10K 1D minimizations), but it is pretty easy to devise functions e.g., generalizations of Rosenbrock, Chebyquad and other functions that are h

Re: [R] BFGS versus L-BFGS-B

2011-02-25 Thread Bert Gunter
On Fri, Feb 25, 2011 at 12:00 PM, Brian Tsai wrote: > Hi John, > > Thanks so much for the informative reply!  I'm currently trying to optimize > ~10,000 parameters simultaneously - for some reason, -- Some expert (Ravi, John ?) please correct me, but: Is the above not complete nonsense? I can't i

Re: [R] BFGS versus L-BFGS-B

2011-02-25 Thread Brian Tsai
formations is "better" > and when. Another > project, which I have made some tentative beginings to carry out. > Collaborations welcome. > > Best, > > JN > > > On 02/25/2011 06:00 AM, r-help-requ...@r-project.org wrote: > > Message: 86 > > Date: Fr

[R] BFGS versus L-BFGS-B

2011-02-25 Thread Prof. John C Nash
I have made some tentative beginings to carry out. Collaborations welcome. Best, JN On 02/25/2011 06:00 AM, r-help-requ...@r-project.org wrote: > Message: 86 > Date: Fri, 25 Feb 2011 00:11:59 -0500 > From: Brian Tsai > To: r-help@r-project.org > Subject: [R] BFGS versus L-BFG

Re: [R] BFGS versus L-BFGS-B

2011-02-25 Thread Ben Bolker
Brian Tsai gmail.com> writes: > > Hi all, > > I'm trying to figure out the effective differences between BFGS and L-BFGS-B > are, besides the obvious that L-BFGS-B should be using a lot less memory, > and the user can provide box constraints. > > 1) Why would you ever want to use BFGS, if L-BF

[R] BFGS versus L-BFGS-B

2011-02-24 Thread Brian Tsai
Hi all, I'm trying to figure out the effective differences between BFGS and L-BFGS-B are, besides the obvious that L-BFGS-B should be using a lot less memory, and the user can provide box constraints. 1) Why would you ever want to use BFGS, if L-BFGS-B does the same thing but use less memory? 2)