Dear Dave,
Thank you for your recommendation. I looked over the website of AD Model
Builder for fast optimization. I want to ask you whether the software can be
used in R programming as a kind of R package? Or is there any possibility
that it can be jointly used with R packages?
Regards,
Wonsang
Thank you for your kind comments.
I tried different algorithms such as BFGS, CG, and so on. However, the
choice of algorithms was not effective on reducing computation time.
Instead, your second suggestion of coding the gradient of minimization
function was a little bit successful to reduce comput
Wonsang You ifn-magdeburg.de> writes:
> I have attempted "optim" function to solve a two-dimensional optimization
> problem. It took around 25 second to complete the procedure.
> However, I want to reduce the computation time: less than 7 second. Is there
> any optimization function in R which is
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