Brent [PK / PD]

posted by ElMaestro  – Denmark, 2013-07-18 11:07 (4711 d 20:36 ago) – Posting: # 11015
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Hi d_labes,

❝ Can you enlighten me what the reason was to choose method="Brent"?


For the case of a one-dimensional optimisation problem, the Nelder-Mead is as unreliable as a used-car sales man. In such cases Brent is a good choice. If we want to do two-dimensional (or more) optimisation then I'd probably go with the default Nelder-Mead.

Along these lines: Yung-jin, for a two-dimensional problem as discussed above the Nelder-Mead etc. may perform much more efficiently than a grid search.

Re. the TTT rule: I have no experience with it in practice. It sounds like something that for all practical pruposes should be good enough.

Pass or fail!
ElMaestro

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