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
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
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