<Ted.Harding <at> wlandres.net> writes: > > On 01-May-2012 19:58:41 Arnaud Mosnier wrote: > > Dear UseRs, > > > > Is there a way to define the lower-upper bounds for parameters > > fitted by optim using the Nelder-Mead method ? > > > > Thanks, > > Arnaud > > The Nelder-Mead method does not provide built-in capability > to set bounds on the range of paramaters. However, you can > achieve it "by hand" by re-defining the function being > minimised, so that it tests whether an out-of-range parameter > parameter value is being used. > > If not out-of-range, then return the standard value of the function. > If out-of range, then return a very large value. > > Nelder-Mead will very happily "bounce off" high walls of this > kind, and if the minimum of the function is at the wall will > happily converge as close to it as you please.
In addition to these options, there is also a derivative-free box-constrained optimizer (bobyqa) in the 'minqa' package (and in an optim-like wrapper via the optimx package), and a box-constrained Nelder-Mead optimizer in the development (r-forge) version of lme4, which is based on the NLopt optimization library (also accessible via the nloptr package). ______________________________________________ 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.
