>>>>> Ben Bolker on Wed, 17 Sep 2025 19:00:00 -0400 writes:
> For what it's worth:
> John Nash (original author of the Pascal implementations of (most of)
> the available algorithms in optim() (including the Nelder-Mead)) has
> long maintained that these implementations could be updated. (Any update
> that changed solutions, rather than adding new functionality, would need
> to be handled carefully for back-compatibility reasons ...)
> Solving the problem of box constraints by transformation to an
> unconstrained space is problematic when the constraints are binding
> (i.e. the minimum is on the boundary of the allowed space) -- the
> transformation essentially moves the solution to a point at infinity,
> leading to infinite flatness ...
> FWIW the Nelder-Mead implementation (?lme4::Nelder_Mead), and the
> one in NLopt (accessible via the nloptr package:
>
https://nlopt.readthedocs.io/en/latest/NLopt_Algorithms/#local-derivative-free-optimization
> ) both allow box constraints. (The author of NLopt suggests that the
> 'subplex' algorithm is generally preferable ...) According to the CRAN
> optimization task view
>
<https://cran.r-project.org/web/views/Optimization.html#general-purpose-continuous-solvers>,
> the dfoptim package also has a box-constrained variant of Nelder-Mead ...
> cheers
> Ben Bolker
Just as this thread hasn't been continued,
and nobody mentioned -- hence for "completeness":
We (R-core, not me) had introduced a relatively simplistic but
useful constrOptim() function a long time ago, and it *does*
provide box constraints.
Hence, in some sense, Ivo Welch's wish has been fulfilled a long
time ago and *in base R* (the 'stats' package) :
E.g.
https://search.r-project.org/R/refmans/stats/html/constrOptim.html
Martin
> On 9/17/25 17:36, ivo welch wrote:
>> Title says it all.
>>
>> I know this can be done by transformations by the user, but given that
>> interval is so prominent in the ?doc and given that Nelder-Mead is the
>> default method for optim(), it would be nice if the default method would
>> honor this one, too.
>>
>> [could be done (even by me) within the R code because the C code through
>> the arctan transforms]
>>
>> [[alternative HTML version deleted]]
>>
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