Open Source Optimizer
Posted on
mhunter
Joined: 07/31/2009
Forums
It might be nice if OpenMx came with an optional open source optimizer. There are a couple that can deal with nonlinear constraints: solnp (R package Rsolnp), and DONLP2 (R package Rdonlp2).
This is not a high priority and they would probably slow down performance, but maybe some users would prefer to use an open source optimizer.
Agreed! I did not know of
Agreed! I did not know of these two packages. It seems like neither requires derivatives, which is a good thing considering the complexity of objective functions that could be specified with mxAlgebra() function calls.
It looks like Rdonlp2 uses C code at its core and Rsolnp can exploit multicore, so perhaps performance would even improve.
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