Dear R users
I am trying to use OPTIMX(OPTIM) for nonlinear optimization.
There is no error in my code but the results are so weird (see below).
When I ran via OPTIM, the results are that
Initial values are that theta0 = 0.6 1.6 0.6 1.6 0.7. (In fact true vales
are 0.5,1.0,0.8,1.2, 0.6.)
--------------------------------------------------------------------------------------------
> optim(par=theta0, fn=obj.fy, method="BFGS", control=list(trace=1,
> maxit=10000), hessian=T)
initial value -0.027644
final value -0.027644
converged
$par
[1] 0.6 1.6 0.6 1.6 0.7
$value
[1] -0.02764405
$counts
function gradient
1 1
$convergence
[1] 0
$message
NULL
$hessian
[,1] [,2] [,3] [,4] [,5]
[1,] 0 0 0 0 0
[2,] 0 0 0 0 0
[3,] 0 0 0 0 0
[4,] 0 0 0 0 0
[5,] 0 0 0 0 0
--------------------------------------------------------------------------------------------
When I ran via OPTIMX, the results are that
--------------------------------------------------------------------------------------------
> optimx(par=theta0, fn=obj.fy, method="BFGS", control=list(maxit=10000),
> hessian=T)
par fvalues method fns grs itns
conv KKT1 KKT2 xtimes
1 0.6, 1.6, 0.6, 1.6, 0.7 -0.02764405 BFGS 1 1 NULL 0 TRUE
NA 8.71
>
--------------------------------------------------------------------------------------------
Whenever I used different initial values, the initial ones are the answer of
OPTIMX(OPTIM).
Would you plz explain why it happened? or any suggestion will be greatly
appreciated.
Regards,
Kathryn Lord
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