[R] Multimodal multidimensional optimization

Bert Gunter gunter.berton at gene.com
Fri Oct 18 19:16:28 CEST 2013

1. This is not an R question. Post on a statistics or optimization list.

2. However, I would note that if what you mean by "multimodal"solution
is that there is more than one value that gives the "same" optimal
value (within numerical error?) then, probably no: An optimization
function by definition finds THE optimum (within numerical error)

A standard approach is to use different starting values to seek
"better" (/"different") "optima."

If I have misunderstood, disregard. Also disregard if others with real
expertise (e.g. John Nash) respond.


On Fri, Oct 18, 2013 at 9:40 AM, Jonathan Thayn <jthayn at ilstu.edu> wrote:
> Hello all
> I've been performing a series of multidimensional optimizations (3 variables) using the optima() function. Recently, I noticed that the solution is rarely unimodal. Is there a package or function that handles multimodal multidimensional optimizations? I really appreciate any suggestions, I'm quite a bit beyond my expertise here. Thanks.
> Jonathan B. Thayn, Ph.D.
> Ridgely Fellow of Geography
> Department of Geography – Geology
> Illinois State University
> Felmley Hall of Science, Rm 200A
> Normal, IL 61790
> jthayn at ilstu.edu
> my.ilstu.edu/~jthayn
>         [[alternative HTML version deleted]]
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Bert Gunter
Genentech Nonclinical Biostatistics

(650) 467-7374

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