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Re: optim package


From: Olaf Till
Subject: Re: optim package
Date: Thu, 19 Apr 2018 15:55:54 +0200
User-agent: NeoMutt/20170113 (1.7.2)

On Tue, Apr 17, 2018 at 08:08:28PM -0400, Rory Conolly wrote:
> I need to optimize some parameter values of an ODE model of a biological
> system. Some of the equations are nonlinear. The system can be solved
> nicely with the built-in  LSODE solver. Can anyone point me to an example
> of optimization code for this type of problem using the optim package?

Not an example, but maybe some advise.

'nonlin_curvefit' in optim should be suitable. Full documentation
should be available by typing 'optim_doc' and navigating through the
appearing info documents. You may want to read, among others, the part
on providing additional variables to the user function.

The resulting parameters may vary depending on how many and which
points of your curves you feed into the optimization, and on the
weights you give to them.

In particular with dynamic systems sometimes good results can only be
achieved by providing a Jacobian to the optimizer. But this needs
deriving sensitivity equations of your system.

You may find that speed is a critical issue. If so, it could be worth
asking for help here again.

Olaf

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