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

Kang.Changku@epamail.epa.gov Kang.Changku at epamail.epa.gov
Mon Jan 5 23:42:52 CET 2004





Well, thanks for your quick response.
In fact, I have another question.
There is a function in Splus, "nlminb". I want to do the same things
in R. According to help, nlminb function uses a quasi-Newton
method and this minimization is subject to box constraint. So, in
this sense I tried to use "BFGS" and "L-BFGS-B". But in both cases,
I couldn't get same result. I'm not sure which method coincide with
that of Splus or at least more similar.
Any suggestions would be very welcome.

+++++++++++++++++++++++++++++++++++++++++++++++++++++
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
+++++++++++++++++++++++++++++++++++++++++++++++++++++




More information about the R-help mailing list