Prof. John C Nash
Sent: Sunday, October 25, 2009 6:34 PM
To: Prof Brian Ripley
Cc: r-devel@r-project.org
Subject: Re: [Rd] Buglet in optim() SANN
Indeed Brian is correct about the functioning of SANN and the R
documentation. I'd misread the "maxit" warning. Things can stay as t
Indeed Brian is correct about the functioning of SANN and the R
documentation. I'd misread the "maxit" warning. Things can stay as they
are for now.
The rest of this msg is for information and an invitation to off-list
discussion.
I realize my posting opens up the can of worms about what "converg
As the posting guide says, please read the help carefully before
posting. It does say:
‘maxit’ The maximum number of iterations. Defaults to ‘100’ for
the derivative-based methods, and ‘500’ for ‘"Nelder-Mead"’.
For ‘"SANN"’ ‘maxit’ gives the total number of function
I think SANN method in optim() is failing to report that it has not
converged. Here is an example
genrose.f<- function(x, gs=NULL){ # objective function
## One generalization of the Rosenbrock banana valley function (n
parameters)
n <- length(x)
if(is.null(gs)) { gs=100.0 }
