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
>
>

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