[R] optimization problems

2011-08-13 Thread Ravi Varadhan
Kathie, It is very difficult to help without adequate information. What does your objective function look like? Are you maximizing (in which case you have to make sure that the sign of the objective function is correct) or minimizing? Can you try "optimx" with the control option all.methods=TR

Re: [R] optimization problems

2011-08-13 Thread John C Nash
00 (PDT) > From: Kathie To: r-help@r-project.org Subject: > [R] > optimization problems Message-ID: <1313223129383-3741005.p...@n4.nabble.com> > Content-Type: > text/plain; charset=us-ascii Dear R users I am trying to use OPTIMX(OPTIM) > for nonlinear > optimization. Th

Re: [R] optimization problems

2011-08-13 Thread Kathie
To be honest, The first derivative of my objective function is very complicated so I ignore this. Could it lead to this sort of problem? Kathie -- View this message in context: http://r.789695.n4.nabble.com/optimization-problems-tp3741005p3741010.html Sent from the R help mailing list archive

[R] optimization problems

2011-08-13 Thread Kathie
Dear R users I am trying to use OPTIMX(OPTIM) for nonlinear optimization. There is no error in my code but the results are so weird (see below). When I ran via OPTIM, the results are that Initial values are that theta0 = 0.6 1.6 0.6 1.6 0.7. (In fact true vales are 0.5,1.0,0.8,1.2, 0.6.) --