[R] optim evils

[Prof J C Nash (U30A)]

Sometimes one has to really read the manual carefully.

"If non-trivial bounds are supplied, this
      method will be selected, with a warning." (re L-BFGS-B)

Several of us have noted problems occasionally with this code.

You might want to look at the box constrained codes offered in optimx 
package through other packages (bobyqa, nmkb, Rvmmin, Rcgmin)

JN

On 13-09-04 06:00 AM, r-help-request at r-project.org wrote:
 > Message: 67
 > Date: Wed, 4 Sep 2013 16:34:54 +0800 (SGT)
 > From: Michael Meyer<spyqqqdia at yahoo.com>
 > To:"r-help at r-project.org"  <r-help at r-project.org>
 > Subject: [R] optim  evils
 > Message-ID:
 >     <1378283694.77272.YahooMailNeo at web193402.mail.sg3.yahoo.com>
 > Content-Type: text/plain
 >
 > It would take some effort to extract selfcontained code from the mass 
of code wherein this optimization is embedded. Moreover I would have to 
obtain permission from my employer to do so.
 >
 > This is not efficient.
 > However some things are evident from the trace log which I have 
submitted:
 > (a) L-BFGS-B does not identify itself even though it was called 
overriding the method
 > parameter in optim.
 > (b) Optim  reports as final converged minimum value a function value 
that is much larger than
 > others computed during the optimization.
 >
 > I think we can agree on calling this a bug.
 >     [[alternative HTML version deleted]]
 >