[R] optim function : "BFGS" vs "L-BFGS-B"

Kang.Changku@epamail.epa.gov Kang.Changku at epamail.epa.gov
Mon Jan 5 21:45:16 CET 2004





Dear kind R-experts.

Does anybody have an experience to use optim function?
If yes, what is the main difference between two method "BFGS" vs
"L-BFGS-B"?
I used "BFGS" method and got what I wanted. But when I used "L-BFGS-B"
the error message said that "L-BFGS-B needs finite values of fn". So
that means
"BFGS" method can handle even if fn function is infinite value?

What I really want to know is that can I get the same result by using
L-BFGS-B method?

+++++++++++++++++++++++++++++++++++++++++++++++++++++
Changku Kang
National Center for Environmental Assessment
EPA  (B211F)
919-541-1396
919-541-0245 (fax)
Kang.Changku at epa.gov

Graduate Student
Department of Statistics, NCSU
ckang2 at stat.ncsu.edu
919-513-2956
+++++++++++++++++++++++++++++++++++++++++++++++++++++




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