hi john. I knew it wasn't that simple and was thinking of asking you to
comment. so thanks for commenting. any good references are appreciated
also. In the various texts I have, this issue is seldom talked about.
On Mon, Oct 21, 2013 at 8:43 AM, Prof J C Nash (U30A) <nas...@uottawa.ca>wrote:
> This is one area where more internal communication between the objective
> function (inadmissible inputs) and optimizer (e.g., Quasi-Newton) is
> needed. This is NOT done at the moment in R, nor in most software. An area
> for R&D. In Nash and Walker-Smith (1987) we did some of this in BASIC back
> in mid-80s. Still trying to redo that for R, but it won't be done quickly
> due to the much bigger infrastructure of R.
>
> The "trick" with using a large value or Inf (which sometimes causes other
> errors) usually slows the optimization, whereas communicating that the
> objective is inadmissible in a line search can often be simply a shortening
> of the step size.
>
> JN
>
> On 13-10-21 06:00 AM, r-help-requ...@r-project.org wrote:
>
>> Message: 34
>> Date: Mon, 21 Oct 2013 05:56:45 -0400
>> From: Mark Leeds<marklee...@gmail.com>
>> To: Steven LeBlanc<ores...@gmail.com>
>> Cc:"r-help@R-project.org" <r-help@r-project.org>
>> Subject: Re: [R] nlminb() - how do I constrain the parameter vector
>> properly?
>> Message-ID:
>> <CAHz+**bWYEtvZjiCCauGVxstGcqmF6ENw0N3**
>> MMb7jfa3OkYkBTKA@mail.gmail.**com<cahz%2bbwyetvzjiccaugvxstgcqmf6enw0n3mmb7jfa3okykb...@mail.gmail.com>
>> >
>> Content-Type: text/plain
>>
>> my mistake. since nlminb is minimizing, it should be +Inf ( so that the
>> likelihood
>> is large ) as you pointed out. Note that this approach is a heuristic and
>> may not work all the time.
>>
>
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