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Is fminunc a too careful search algorithm?

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Snoopy
Snoopy on 15 Mar 2018
Commented: Walter Roberson on 15 Mar 2018
I minimise a log-likelihood function in MATLAB, and it takes about five minutes. I wanted to see how much time it takes in other software. For this I used R and Stata. In both programs the minimisation takes about couple of seconds. The only reason I can come up with is that MATLAB's search algorithm is more careful. First question: is this by chance indeed the reason? And if it is, is there a way to make the algorithm be less careful? Second question: If MATLAB is more careful, then this really suggests that one should not use any other software using other algorithms because the chance of getting a wrong value for the minimising parameter is higher. But this conclusion should not be correct. Thousands of people are using these software. So what is really going on here?

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