Sometimes one has to really read the manual carefully.
"If non-trivial bounds are supplied, this
method will be selected, with a warning." (re L-BFGS-B)
Several of us have noted problems occasionally with this code.
You might want to look at the box constrained codes offered in optimx
package through other packages (bobyqa, nmkb, Rvmmin, Rcgmin)
JN
On 13-09-04 06:00 AM, [email protected] wrote:
> Message: 67
> Date: Wed, 4 Sep 2013 16:34:54 +0800 (SGT)
> From: Michael Meyer<[email protected]>
> To:"[email protected]" <[email protected]>
> Subject: [R] optim evils
> Message-ID:
> <[email protected]>
> Content-Type: text/plain
>
> It would take some effort to extract selfcontained code from the mass
of code wherein this optimization is embedded. Moreover I would have to
obtain permission from my employer to do so.
>
> This is not efficient.
> However some things are evident from the trace log which I have
submitted:
> (a) L-BFGS-B does not identify itself even though it was called
overriding the method
> parameter in optim.
> (b) Optim reports as final converged minimum value a function value
that is much larger than
> others computed during the optimization.
>
> I think we can agree on calling this a bug.
> [[alternative HTML version deleted]]
>
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