[R] How to define stopping criterium for Optim with L-BFGS-B

Wed Jun 23 12:18:36 CEST 2004


I am using optim with a L-BFGS-B method to minimize a function. As I've
understood, the way to specify a tolerance for stopping optimization is
through "factr" argument.
My function, is by construction, minimal when equal to 1. I wonder if there
is any way to pass this info to "optim". If not, how "factr" argument works
(I am quite confused about the relationship between this argument and the
Machine eps). Please, could someone give me an example ?

Thanks in advance


I Zabalza-Mezghani
IFP - France


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