[R] optim gets stuck

[Marcel Wolbers]

Dear all

I'm having some trouble with a bound-constrained optimization using
optim(...,method="L-BFGS-B"). 
Usually, everything works fine, but for some simulations, the algorithm just 
gets stuck. 
When I let my function (+gradient) evaluation print out the
function value, I see that L-BFGS-B keeps calling the function with 
arguments giving the same function value (up to at least the accuracy 
required by factr, i.e. 1E-8). So, I don't really understand 
why it doesn't stop. 
Is this a well-known problem?

The main problem is that the optimization doesn't stop (at least not
in reasonable time) and so the whole simulation gets stuck. Is there a way 
to control the time used by "L-BFGS-B" better than with setting maxiter? 
(For example setting an upper limit to the number of function and gradient 
calls would be nice...)

Sorry, I can't give a reproducable example. The code that produces the
problem is not very handy to attach to the mail (it calls C code...).

Thanks a lot in advance
Marcel Wolbers
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