You are 100% correct by my estimation however I suppose I am looking for the conditions in the data that might cause the optim() or optimize() functions to fail.  I took a brief tour of the HoltWinters source but the code available (readable) online seemed outdated (by way of conflicting descriptions in versioning.). I'll have another poke around the source - that is unless there is someone out there that can clearly state why optimize() fails within the context of the HoltWinters class v. 2.14.0.

On Nov 4, 2011, at 8:38 PM, "Prof Brian Ripley [via R]" <ml-node+s789695n3992395h25@n4.nabble.com> wrote:

> On Fri, 4 Nov 2011, R. Michael Weylandt wrote: 
> 
> > I believe there were some changes to Holt-Winters, specifically in re 
> > optimization that probably lead to your problem, but you'll have to 
> > provide more details. See the NEWS file for citations about the 
> > change. If you put example code/data others may be able to help you -- 
> > I haven't updated yet so I can't be of much help. 
> > 
> > Michael 
> > 
> > 
> > On Fri, Nov 4, 2011 at 2:55 PM, TimothyDalbey <[hidden email]> wrote: 
> >> Hey All, 
> >> 
> >> First time on these forums.  Thanks in advance. 
> >> 
> >> Soooo...  I have a process that was functioning well before the 2.14 update. 
> >> Now the HoltWinters function is throwing an error whereby I get the 
> >> following: 
> >> 
> >> Error in HoltWinters(sales.ts) : optimization failure
> Most likely it was incorrect before.  You cannot assume that it was 
> actually 'functioning well': all the cases where we have seen this 
> message it was giving incorrect answers before and not detecting them. 
> And in all those cases the model was a bad fit and using starting 
> values for the optimization helped. 
> 
> >> I've been looking around to determine why this happens (see if I can test 
> >> the data beforehand) but I haven't come across anything. 
> >> 
> >> Any help appreciated! 
> 
> -- 
> Brian D. Ripley,                  [hidden email] 
> 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
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