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<p>Hi All</p>
<p>I’m using ‘optim’ and ‘NelderMead’ in conjunction with my finite element solver.</p>
<p>A “good” optimization is a balance between accuracy and cpu time … in other word I do not necessary need to be accurate at 1e-11 but requiring a lot of iterations where 1e-3 is enough with a lower amount of loops.</p>
<p>In my understanding:</p>
<ol>
<li>With ‘optim’, I can modifiy</li>
</ol>
<ul>
<li>The step value h in numderivative (put at 1e-3 after previous tests on analytical functions tests)</li>
<li>The values of epsf (default value) and epsg (tested at 1e-3 and 1e-5)</li>
</ul>
<ol>
<li>With “Neldermead”, I can change:</li>
</ol>
<ul>
<li>Tolfunrelative (tested at default value for the moment)</li>
<li>Tolxrelative (tested at default value for the moment)</li>
</ul>
<p><br /></p>
<p> Am I right or is there another 'flags' I can play with?</p>
<p> <span style="text-decoration: underline;"><em>NB</em></span>: so far, Nelder-Mead requires less iterations than ‘optim’ with a single variable … I’m wondering how can I improve optim use that is supposed to converge faster?</p>
<p> Thanks</p>
<p>Paul</p>
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