[R] Likelihood returning inf values to optim(L-BFGS-B) other options?

r at micom-solutions.de r at micom-solutions.de
Thu Apr 5 12:11:39 CEST 2007

Dear R-help list,

I am working on an optimization with R by evaluating a likelihood  
function that contains lots of Gamma calculations (BGNBD: Hardie Fader  
Lee 2005 Management Science). Since I am forced to implement lower  
bounds for the four parameters included in the model, I chose the  
optim() function mith L-BFGS-B as method. But the likelihood often  
returns inf-values which L-BFGS-B can't deal with.

Are there any other options to implement an optimization algorithm  
with R accounting for lower bounds and a four parameter-space?

Here is the error message I receive (german):
> out=optim(c(.1,.1,.1,.1),fn,method="L-BFGS-B",lower=c(.0001,.0001,.0001,.0001,.0001))
Fehler in optim(c(0.1, 0.1, 0.1, 0.1), fn, method = "L-BFGS-B", lower  
= c(1e-04,  :
	L-BFGS-B benötigt endliche Werte von 'fn'
Zusätzlich: Es gab 50 oder mehr Warnungen (Anzeige der ersten 50 mit  
And this is the likelihood function:
fn<-function(p) {

Thank you very much for your help in advance!

Best regards,


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