Hi,

Use the `auglag' function in "alabama" if you want to get the Hessian at convergence.  This typically tends to perform better than `constrOptim.nl'.  Also,  `constrOptim.nl' does not compute the Hessian.   You should not specify method="L-BFGS-B". The default method "BFGS" is better in this setting.

Hope this helps,
Ravi
-------------------------------------------------------
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan@jhmi.edu<mailto:rvaradhan@jhmi.edu>


	[[alternative HTML version deleted]]

