Thanks, Ravi. The analytical solution, (x_1,x_2,...,x_10), should satisfy this equality:
x_t / x_(t-1) = 0.3. Unfortunately, the procedure that you suggest does not lead to a solution that satisfies such an equality. Paul On Wed, Apr 2, 2008 at 5:12 PM, Ravi Varadhan <[EMAIL PROTECTED]> wrote: > Paul, > > Have you tried using "BFGS" without bounds? > > sols <- optim(rep(20,nvar), f, gr, method="BFGS", control=list(fnscale=-1)) > > This converges to a solution, although I don't know if the converged > solution is what you want. > > Ravi. > > ---------------------------------------------------------------------------- > ------- > > Ravi Varadhan, Ph.D. > > Assistant Professor, The Center on Aging and Health > > Division of Geriatric Medicine and Gerontology > > Johns Hopkins University > > Ph: (410) 502-2619 > > Fax: (410) 614-9625 > > Email: [EMAIL PROTECTED] > > Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html > > > > ---------------------------------------------------------------------------- > -------- > > > > -----Original Message----- > From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On > Behalf Of Paul Smith > > Sent: Monday, March 31, 2008 2:25 PM > To: R-help > > > Subject: Re: [R] L-BFGS-B needs finite values of 'fn' > > On Mon, Mar 31, 2008 at 2:57 PM, Zaihra T <[EMAIL PROTECTED]> wrote: > > try something like this before wrapping up your function else i guess > u'll > > have to stick to Prof Brian Ripley suggestion his suggestions are usually > > best bet . > > > > f <- function(x) { > > > > n <- length(x) > > > > r <- sum((b^(0:(n-1)))*log(x)) - 2000000*(sum(x)-k)^2 > > if(!is.finite(r)) > > > > r<-1e+20 return(r) > > > > } > > > > have a nice day. > > > > > > > > > > On Mon, 31 Mar 2008 12:24:09 +0100 "Paul Smith" wrote: > > > Dear All, > > > > > > I am trying to solve the optimization problem below, but I am always > > > getting the following error: > > > > > > Error in optim(rep(20, nvar), f, gr, method = "L-BFGS-B", lower = rep(0, > : > > > L-BFGS-B needs finite values of 'fn' > > > > > > Any ideas? > > > > > > Thanks in advance, > > > > > > Paul > > > > > > -----------------------------------------! ------ > > > > > > k <- 10000 > > > b <- 0.3 > > > > > > f <- function(x) { > > > > > > n <- length(x) > > > > > > r <- sum((b^(0:(n-1)))*log(x)) - 2000000*(sum(x)-k)^2 > > > > > > return(r) > > > > > > } > > > > > > gr <- function(x) { > > > > > > n <- length(x) > > > > > > r <- (b^(0:(n-1)))*(1/x) - 4000000*(sum(x)-k) > > > > > > return(r) > > > > > > } > > > > > > nvar <- 10 > > > (sols <- > > > > > > optim(rep(20,nvar),f,gr,method="L-BFGS-B",lower=rep(0,nvar),upper=rep(k,nvar > ),control=list(fnscale=-1,parscale=rep(2000,nvar),factr=1e-300,pgtol=1e-300) > )) > > Not much progress, Zaihra. Unfortunately! I am wondering whether one > can transform the original problem into an equivalent one and solvable > with optim. > > I know the analytical solution; I am just trying to check how far can > R go regarding optimization problems. > > Paul > > ______________________________________________ > > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > > > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
