[R] Error in optim(p, fun,...)

[Robert Gentleman]

On Tue, Sep 25, 2001 at 10:53:44AM -0700, Tony Long wrote:
> All:
> 
> 	I am getting an error code from the optimization function.  The code is
> 
> Error in optim(p,fun.LLike, lower=low, upper = up, method = "L-BFGS-B", :
>           non-finite finite-difference value [0]
> 
> If I add a trace=6 option to my control list the last message before 
> this error is:
>           At X0, 0 variables are exactly at the bounds
> 
> Any ideas on where I should start would be appreciated.  Tony
> -- 

 Generally, in this situation transforming the problem is not very
 useful. If the optimal point really is on the boundary you need to
 use a method suited to that. Most good optimization books (Fletcher,
 Gill Murray and Wright) discuss methods of this form.

 These issues often arise with mixture problems and the software for
 those problems can be used if you can frame your question in a
 mixture framework. This is often the case. For example, almost all
 univariate censored data CDF estimation problems can be dealt with this way.

  Robert

> 
> Tony Long
> 
> Ecology and Evolutionary Biology
> Steinhaus Hall
> University of California at Irvine
> Irvine, CA
> 92697-2525
> 
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> 
> email:  tdlong at uci.edu
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