Differences that make a difference: comparing implementations of selected optimization algorithms in R language

Rafał Biedrzycki

doi:10.1117/12.2501381

1 October 2018 Differences that make a difference: comparing implementations of selected optimization algorithms in R language

Rafał Biedrzycki

Author Affiliations +

Proceedings Volume 10808, Photonics Applications in Astronomy, Communications, Industry, and High-Energy Physics Experiments 2018; 108081S (2018) https://doi.org/10.1117/12.2501381
Event: Photonics Applications in Astronomy, Communications, Industry, and High-Energy Physics Experiments 2018, 2018, Wilga, Poland

Abstract

Numerical optimization is very important for engineers, statisticians, as well as researchers and practitioners in other domains. The R language, which is at the top of recent popularity rankings, provides various packages and functions to perform optimization. This paper compares several implementations of optimization methods that are available in R language. The results show that even implementations of the same method produce different results. Therefore, a care should be taken during selection of implementation to perform the experiments. The conducted survey also reveal that several implementations have errors or some oddities in their source code which hinders or excludes their practical usage.

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Rafał Biedrzycki "Differences that make a difference: comparing implementations of selected optimization algorithms in R language", Proc. SPIE 10808, Photonics Applications in Astronomy, Communications, Industry, and High-Energy Physics Experiments 2018, 108081S (1 October 2018); https://doi.org/10.1117/12.2501381

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