The the use of optim with the L-BFGS-B method for the following simple
function gives erroneous results. Any help appreciated!
Best,
Bob Reilly
# Code:
V=function(p){
p1=p[1];p2=p[2]
y=p1*p2-.4*(p1+p2)
return(-y)}
p=c(.2,.2) # p=c(.8,.8)
max=optim(p,V,method = "L-BFGS-B",lower=c(0,0),upper=c(1,1))
max1=optim(max$par,V,method = "L-BFGS-B",lower=c(0,0),upper=c(1,1))
max2=optim(max1$par,V,method = "L-BFGS-B",lower=c(0,0),upper=c(1,1))
max$par
max1$par
max2$par
-max2$value
-V(c(1,1)) # true maximum occurs at c(1,1)
# setting the seed to p=c(.8,.8) will find it
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