воскресенье, 7 июля 2013 г.

Comparison of misc optimization methods available in R

Introduction

In this article I would like to describe the results of my comparison of several popular optimization algorithms available in R. First of all, it would be useful for educational purposes (become familiar with usage of optimization methods in R, etc.). At second, it allows to understand "power" of optimization methods, their strengths, and weaknesses.
 
Disclaimer. The article does not cover all optimization methods available for R. Also it does not claim that one algorithm is better than other. It just presents results of my personal investigation.