[R] Bad optimization solution

[apjaworski at mmm.com]

Paul,

I think the problem is the starting point.  I do not remember the details
of the BFGS method, but I am almost sure the (.5, .5) starting point is
suspect, since the abs function is not differentiable at 0.  If you perturb
the starting point even slightly you will have no problem.

Andy

__________________________________
Andy Jaworski
518-1-01
Process Laboratory
3M Corporate Research Laboratory
-----
E-mail: apjaworski at mmm.com
Tel:  (651) 733-6092
Fax:  (651) 736-3122


                                                                           
             "Paul Smith"                                                  
             <phhs80 at gmail.com                                             
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                                       [R] Bad optimization solution       
             05/07/2007 04:30                                              
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Dear All

I am trying to perform the below optimization problem, but getting
(0.5,0.5) as optimal solution, which is wrong; the correct solution
should be (1,0) or (0,1).

Am I doing something wrong? I am using R 2.5.0 on Fedora Core 6 (Linux).

Thanks in advance,

Paul

------------------------------------------------------
myfunc <- function(x) {
  x1 <- x[1]
  x2 <- x[2]
  abs(x1-x2)
}

optim(c(0.5,0.5),myfunc,lower=c(0,0),upper=c(1,1),method="L-BFGS-B",control=list(fnscale=-1))


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