On Wed, 27 Feb 2013, Ross Boylan writes:
> I am trying to control the behavior of the SANN method in optim (R
> 2.14.1) via control$temp. In my toy tests it works; in my real use, it
> doesn't.
>
> As far as I can tell my code with different temp values is loaded; I
> even traced into the functi
I don't have an answer for your real question, but
you might try a different optimizer. The blog post:
http://www.portfolioprobe.com/2012/07/23/a-comparison-of-some-heuristic-optimization-methods/
shows SANN to not do very well relative to other
heuristic optimizers. That is for one problem, b
I am trying to control the behavior of the SANN method in optim (R
2.14.1) via control$temp. In my toy tests it works; in my real use, it
doesn't.
As far as I can tell my code with different temp values is loaded; I
even traced into the function that calls optim and verified temp had the
value I
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