[R] problem of "constrOptim.nl", no hessian and convergence

2011-12-29 Thread Ravi Varadhan
Hi, Use the `auglag' function in "alabama" if you want to get the Hessian at convergence. This typically tends to perform better than `constrOptim.nl'. Also, `constrOptim.nl' does not compute the Hessian. You should not specify method="L-BFGS-B". The default method "BFGS" is better in this

[R] problem of "constrOptim.nl", no hessian and convergence values

2011-12-28 Thread Sunny2011
Dear Helper, I used "constrOptim.nl" and got the value of par. The estimations looks good even if the number of iterations is only 16. But the values of hessian and convergence are both "NULL". I tested the objective function and gradient function by "optim" and didn't see any problem there. Wi