Dear Paul, No I haven't tried to use L-BFGS-B algorithm with bounds. Let me check if a variable change can be used on my problem.
Thanks Christophe Le 7 juil. 2010 à 19:49, Paul Bailey a écrit : > > Have you considered using the optim function with L-BFGS-B for bounded > optimization. Obviously, you will have to do changes of variables so that > everything is in terms of a rectangle (which is the type of bounding that it > accepts). > > I believe it is based on "A LIMITED MEMORY ALGORITHM FOR BOUND CONSTRAINED > OPTIMIZATION" By Richard H Byrd, Peihuang Lu, Jorge Nocedal, and Ciyou Zhu. > Technical Report NAM-08, May 1994. > > They also have a paper on the exact implementation. I also believe that R > uses the code from Nocedal et al. > -- > View this message in context: > http://r.789695.n4.nabble.com/constrained-optimization-tp2280809p2281282.html > Sent from the R devel mailing list archive at Nabble.com. > > ______________________________________________ > R-devel@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel -- Christophe Dutang Ph.D. student at ISFA, Lyon, France website: http://dutangc.free.fr ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
