Open Source Optimizer

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mhunter's picture
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Joined: 07/31/2009

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.

neale's picture
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Joined: 07/31/2009
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.