I am in the process of developing a multi-state model (using the msm package in R), and have been encountering the error message
initial value in 'vmmin' is not finite
This error occurs regardless of whether or not I scale the parameters or not, and for almost every optimization algorithm except the bobyqa algorithm (from the minqa package). Basically I went through a process of experimentation until something worked, but that does not necessarily mean that the choices I made are methodologically sound. I've tried to read up on this topic, but every resource I find immediately launches into heavy math jargon.
My question is - how does one go about choosing an optimization algorithm? What do I need to take into consideration when making the selection, and to what extent does the selection of a optimization algorithm affect how I interpret the results of the function using the algorithm? Also, I would be grateful if someone could recommend a resource explaining optimization that scaffolds well.