[R] L-BFGS-B needs finite values of 'fn'

[Paul Smith]

Thanks for you help and for having called my attention to the trace
facilities of optim(), which are really helpful.

Paul



On Mon, Mar 31, 2008 at 12:43 PM, Prof Brian Ripley
<ripley at stats.ox.ac.uk> wrote:
> Your function gives -Inf at the lower bound on the parameters, so you are
>  minimizing a function without a lower bound.
>
>  Using the trace facilities of optim() would have got you thereeasily
>  enough.
>
>
>
>
>  On Mon, 31 Mar 2008, Paul Smith wrote:
>
>  > Dear All,
>  >
>  > I am trying to solve the optimization problem below, but I am always
>  > getting the following error:
>  >
>  > Error in optim(rep(20, nvar), f, gr, method = "L-BFGS-B", lower = rep(0,  :
>  >  L-BFGS-B needs finite values of 'fn'
>  >
>  > Any ideas?
>  >
>  > Thanks in advance,
>  >
>  > Paul
>  >
>  > -----------------------------------------------
>  >
>  > k <- 10000
>  > b <- 0.3
>  >
>  > f <- function(x) {
>  >
>  >  n <- length(x)
>  >
>  >  r <- sum((b^(0:(n-1)))*log(x)) - 2000000*(sum(x)-k)^2
>  >
>  >  return(r)
>  >
>  > }
>  >
>  > gr <- function(x) {
>  >
>  >  n <- length(x)
>  >
>  >  r <- (b^(0:(n-1)))*(1/x) - 4000000*(sum(x)-k)
>  >
>  >  return(r)
>  >
>  > }
>  >
>  > nvar <- 10
>  > (sols <- optim(rep(20,nvar),f,gr,method="L-BFGS-B",lower=rep(0,nvar),upper=rep(k,nvar),control=list(fnscale=-1,parscale=rep(2000,nvar),factr=1e-300,pgtol=1e-300)))
>  >
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>  >
>
>  --
>  Brian D. Ripley,                  ripley at stats.ox.ac.uk
>  Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
>  University of Oxford,             Tel:  +44 1865 272861 (self)
>  1 South Parks Road,                     +44 1865 272866 (PA)
>  Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>