[R] optim with upper and lower bounds

[Roy Mendelssohn - NOAA Federal]

I am running a lot of optimization problems, at the moment using 'optim'  ('optim' is actually called by another program).  All of the problems have variables with simple upper and lower bounds,  which I can easily transform into a form that is unconstrained and solve using 'BFGS'.  But I was wondering is if it is more robust to solve the problem this way,  or to use L-BFGS-B instead.

Also how much difference can it make using 'optimx' instead 'optim'?  The program I am using (KFAS) allows this,  I just have to do some extra programming to use it.

Thanks,

-Roy



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Roy Mendelssohn
Supervisory Operations Research Analyst
NOAA/NMFS
Environmental Research Division
Southwest Fisheries Science Center
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