[R] about the function optim()
Ben Bolker
bbolker at gmail.com
Thu Dec 13 21:09:39 CET 2012
Kenneth Z <kennethrrr <at> gmail.com> writes:
> I found that the optim() function does not always reach the real minimum. Is
it because the solution is
> trapped at a local minimum?
>
> Thanks!
> Ken
>
Maybe?
Optimization is a large and difficult topic, and it's pretty much
impossible to say anything without more details. Depending on your
problem, you might be able either draw some pictures or compute
second derivatives; if the matrix of second derivatives of the
function you're minimizing is positive definite then you're at a local
minimum.
Otherwise please read http://tinyurl.com/reproducible-000 ...
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