Hi, thank you for your help, Thomas, (and my apologies to everyone for the double-post earlier), however I'm not sure if I understand you correctly:
Are you basically saying that it doesn't really make sense to use SANN with constrOptim and I should use another algorithm (like CG etc.) ? Best regards, Jonas > On Fri, 18 Jan 2008, Jonas Rumpf wrote: > > >> Hi Everyone, >> >> I'm trying to minimize a function using constrOptim with >> the simulated annealing method SANN. >> >> If I understand constrOptim well, it basically passes most >> of its arguments to optim while somehow enforcing the constraints. >> >> My problem is, that since SANN does not need gradients, >> when using optim with SANN, the gr argument of optim is >> used to specify a function to create the next candidate point >> for the annealing algorithm. If it is left NULL, a default Gaussian >> Markov kernel is used - which is fine for my purposes. >> >> > > > SANN doesn't need gradients, but constrOptim does, and if you have the sort > of function for which simulated annealing is useful it is unlikely to be the > sort of function where the adaptive log-barrier method works well. > > -thomas > > Thomas Lumley Assoc. Professor, Biostatistics > [EMAIL PROTECTED] University of Washington, Seattle > > ______________________________________________ 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.
