Re: [R] About the efficiency of R optimization function

2009-05-15 Thread spencerg
You might get some information about what is available in R using the new "RSiteSearch" package. For example: library(RSiteSearch) ipm <- RSiteSearch.function('interior point method') hits(ipm) # 39 SQP <- RSiteSearch.function('SQP') hits(SQP) # 2 sqp <- RSiteSearch.function('sequential

Re: [R] About the efficiency of R optimization function

2009-05-15 Thread cls59
popo UBC wrote: > > Hi Charlie, > > Thank you so much for suggestions!! > > Actually, I used the optimization toolbox in MABLAB before and I even > wrote > some numerical optimization programs by myself. As far as I know, some > commercial optimization softwares had already replaced L-BFGS-B

Re: [R] About the efficiency of R optimization function

2009-05-14 Thread popo UBC
Hi Charlie, Thank you so much for suggestions!! Actually, I used the optimization toolbox in MABLAB before and I even wrote some numerical optimization programs by myself. As far as I know, some commercial optimization softwares had already replaced L-BFGS-B by more advanced algorithms, such as i

Re: [R] About the efficiency of R optimization function

2009-05-14 Thread cls59
popo UBC wrote: > > Hi all! > > The objective function I want to minimize contains about 10 to 20 > variables, > maybe more in the future. I never solved such problems in R, so I had no > idea about the efficiency of R's optimization functions. I know doing loop > in R is quite slow, so I am n

[R] About the efficiency of R optimization function

2009-05-14 Thread popo UBC
Hi all! The objective function I want to minimize contains about 10 to 20 variables, maybe more in the future. I never solved such problems in R, so I had no idea about the efficiency of R's optimization functions. I know doing loop in R is quite slow, so I am not sure whether this shortage influe