The Python Oracle

How to set multiple starting values in constrOptim()

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Chapters
00:00 How To Set Multiple Starting Values In Constroptim()
02:01 Accepted Answer Score 0
02:22 Thank you

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Full question
https://stackoverflow.com/questions/1527...

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Tags
#python #r #statistics #mathematicaloptimization #stata

#avk47



ACCEPTED ANSWER

Score 0


I came across a function in R which does exactly what I was looking for. The package ‘Rsolnp’ has the function "gosolnp" which is described to perform Random Initialization and Multiple Restarts of the solnp solver.

It is quite efficient and the documentation provides examples on how to use it.

More: http://cran.r-project.org/web/packages/Rsolnp/Rsolnp.pdf