Re: [R] BFGS and Neldear-Mead

From: Petr Savicky <savicky_at_praha1.ff.cuni.cz>
Date: Fri, 18 Mar 2011 22:25:13 +0100

On Fri, Mar 18, 2011 at 11:27:58AM -0700, LC-Bea wrote:
> Hello!
>
> Im doing this:
>
> A<-optim(vv,pen.wlsv,method="BFGS")
> B<-optim(vv,pen.wlsv,method="Nelder-Mead")
>
> the function is the same
> and the initial values too
>
> the estimate values are different, very different, at the first decimal
>
> is there an error?

Not necessarily.

> or maybe its because of my data, or funtion to minimize?
> i thought that the values must be almost equal, that the big difference
> between the two algoritms is in the time that they use to find a solution

If the function has several local minima, then different methods may found different ones.

Can you send more detail about the minimized function?

Petr Savicky.



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