Thanks Patrick...as you can guess though my question comes from the fact
that it seems for me that optim() can just never return the maximum of the
objective function whatever starting values I input....i thought that
understanding what BFGS was doing might have helped ...unfortunately it
didn't !
2009/2/25 Patrick Lam <plam at fas.harvard.edu>
i wouldn't worry too much about the exact details
of BFGS or any of the
canned optimization methods. BFGS is actually more like the Newton-Rhapson
method, in which we only start with one initial guess and then build our way
there with gradients.
On Wed, Feb 25, 2009 at 1:04 AM, charlotte cavaille <
charlotte.cavaille at gmail.com> wrote:
it is 1 am so maybe it is just my brain but:
how can we have an iteration process with BFGS (equivalent to the
bisection one in principle) if we start with one point and not with a
surface?
thanks!
charlotte
2009/2/24 Johnathan Boysielal <boysiel at fas.harvard.edu>
Dear class,
As it turns out, I still need a co-author for the final paper.
I am a G3 in the Political Economy & Government program (Kennedy School),
broadly interested in international and comparative political economy. If
you are still looking for a co-author and are interested in topics along
these or similar lines, please send me an email.
I have provisionally selected some papers on the very timely topic of
political intervention in the financial markets, but of course there is no
shortage of interesting papers in the world..
- Johnathan
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--
Patrick Lam
Department of Government and Institute for Quantitative Social Science,
Harvard University
http://www.people.fas.harvard.edu/~plam<http://www.people.fas.harvard.ed…
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