To whom it may concern,

I am trying to maximize a log-likelihood function using optim.  This is a simple problem with only 18 parameters.  To conserve memory, I am using sparse matrices (SLAM) for some of the data matrices used in the computation of the likelihood.  However, optim appears to convert the sparse matrix back to regular data format.  This causes me to run out of memory as R tries to create an 8GB matrix.  In short, it does not look as though "optim" is compatible with sparse matrices.  Does anyone have a suggestion for how I can maximize a function in R using sparse matrices for some of the data inputs?

Thanks,

JP

____________________________________________

Jean-Pierre H. Dubé
Sigmund E. Edelstone Professor of Marketing
The University of Chicago | Booth School of Business
5807 S. Woodlawn Avenue
Chicago, IL 60637
Tel: (773)-834-5377
e-mail:     jdube@ChicagoBooth.edu<mailto:jdube@ChicagoBooth.edu>
WWW:     ChicagoBooth.edu/fac/jean-pierre.dube
SSRN:       http://ssrn.com/author= 105881<http://ssrn.com/author=%20105881>


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