[R] optim(), nlminb() and starting values

[Gabor Grothendieck]

If your problem is small enough just use a grid of starting values
and run your optimization on each one and then take the best.


On 3/6/07, Dae-Jin Lee <lee.daejin at gmail.com> wrote:
> Hi all !
>
> I've been trying to maximize a likelihood using optim( ) function, but it
> seems that the function has several local maxima. I've tried in my algorithm
> with different starting values and depending on them "optim" obtains
> different results...
>
> I use the "L-BFGS-B" method setting the lower values as 1e-06, because my
> parameters must be strictly positive. Also tried a log() transformation to
> ensure that my parameters are positive. Don't know if this is useful in this
> case... (also with notLog and notExp functions of mgcv package)
>
> the function nlminb( ) also have the same problems.
>
>
> ¿Is there any thing I'm not considering? I mean other methods instead of
> "L-BFGS-B"?
>
> How can I do to take a strategy to begin with "good" starting values?
>
>
> Thanks in advance
>
> Dae-Jin
>
> PS: I'm trying to fit a mixed model with REML and several random effects, so
> I maximize over several parameters...
>
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>
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