[R] Method of L-BFGS-B of optim evaluate function outside of box constraints

[Shengqiao Li]

Hope this bug will be fixed in the future.

Li

> On Wednesday 20 August 2003 15:44, Shengqiao Li wrote:
> > Hi, R guys:
> >
> > I'm using L-BFGS-B method of optim for minimization problem. My function
> > called besselI function which need non-negative parameter and the besselI
> > will overflow if the parameter is too large. So I set the constraint box
> > which is reasonable for my problem. But the point outside the box was
> > test, and I got error. My program and the error follows. This program
> > depends on CircStats package.
> >
> >
> > Anyone has any idea about this?
> >
>
> No idea... I can only say that a  similar behaviour of optim
> with  method="L-BFGS-B" (i.e. evaluation of the function
> outside the lower/upper limits) has occurred to me too.
> It is a rare but possible behaviour.
>
> Last June, I have sent a full description of the problem to
> r-bugs at r-project.org
>
> Regards,
>
> Adelchi Azzalini
>
>
> --
> Adelchi Azzalini  <azzalini at stat.unipd.it>
> Dipart.Scienze Statistiche, Università di Padova, Italia
> http://azzalini.stat.unipd.it/
> (please, no ms-word/ms-excel/alike attachments)
>
>