[R] optim(method="L-BFGS-B") abnormal termination
Petr Klasterecky
klaster at karlin.mff.cuni.cz
Fri Feb 23 12:41:53 CET 2007
Hi,
my call of optim() with the L-BFGS-B method ended with the following
error message: ERROR: ABNORMAL_TERMINATION_IN_LNSRCH
Further tracing shows:
Line search cannot locate an adequate point after 20 function and
gradient evaluations
final value 0.086627
stopped after 7 iterations
Could someone pls tell me whether it is possible to increase the limit
of 20 evaluations? Is it even worth doing so?
My function(s) to be minimized are polynomial functions of tens of
variables - let say 10 - 60 variables, all of them constrained to the
(0,1) interval. Is it even possible and meaningfull to attempt such
minimization? (Suppose I have good starting values.)
Thaks, Petr
--
Petr Klasterecky
Dept. of Probability and Statistics
Charles University in Prague
Czech Republic
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