[R] optimization problems

[Kathie]

Dear R users

I am trying to use OPTIMX(OPTIM) for nonlinear optimization.

There is no error in my code but the results are so weird (see below).

When I ran via OPTIM, the results are that

Initial values are that theta0 = 0.6 1.6 0.6 1.6 0.7. (In fact true vales
are 0.5,1.0,0.8,1.2, 0.6.)
--------------------------------------------------------------------------------------------
> optim(par=theta0, fn=obj.fy, method="BFGS", control=list(trace=1,
> maxit=10000), hessian=T)
initial  value -0.027644 
final  value -0.027644 
converged
$par
[1] 0.6 1.6 0.6 1.6 0.7

$value
[1] -0.02764405

$counts
function gradient 
       1        1 

$convergence
[1] 0

$message
NULL

$hessian
     [,1] [,2] [,3] [,4] [,5]
[1,]    0    0    0    0    0
[2,]    0    0    0    0    0
[3,]    0    0    0    0    0
[4,]    0    0    0    0    0
[5,]    0    0    0    0    0
--------------------------------------------------------------------------------------------

When I ran via OPTIMX, the results are that

--------------------------------------------------------------------------------------------
> optimx(par=theta0, fn=obj.fy, method="BFGS", control=list(maxit=10000),
> hessian=T)
                            par         fvalues   method   fns grs  itns
conv KKT1 KKT2 xtimes
1 0.6, 1.6, 0.6, 1.6, 0.7   -0.02764405     BFGS     1   1   NULL    0 TRUE  
NA   8.71
> 
--------------------------------------------------------------------------------------------

Whenever I used different initial values, the initial ones are the answer of
OPTIMX(OPTIM).

Would you plz explain why it happened? or any suggestion will be greatly
appreciated.

Regards,

Kathryn Lord 

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