« Return to Thread: difference between nlm and nlminb

Re: difference between nlm and nlminb

by DavidM.UK :: Rate this Message:

I believe nlminb() performs *constrained* optimization, where as nlm() is for *unconstrained* opimization

So I guess nlm() is for solving min(f[a,b]), and nlminb() min(f[a,b]) given a+b <= c

FYI I think optim() also does constrained optimization, well I've used for min(f[a,b]) given a <= a* and b <= b*.

David

ae2356 wrote:

Hi,

I was wondering if someone could give a brief, big picture overview of the difference between the two optimization functions nlm and nlminb. I'm not familiar with PORT routines, so I was hoping someone could give an explanation.

Thanks,
Angelo
_________________________________________________________________
Instantly invite friends from Facebook and other social networks to join yo
https://www.invite2messenger.net/im/?source=TXT_EML_WLH_InviteFriends
[[alternative HTML version deleted]]

______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

David Merritt
Postgrad [Statistics]
University of Bristol, UK

« Return to Thread: difference between nlm and nlminb