Re: [R] BFGS and Neldear-Mead

From: Petr Savicky <>
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. mailing list PLEASE do read the posting guide and provide commented, minimal, self-contained, reproducible code. Received on Fri 18 Mar 2011 - 21:27:51 GMT

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