> This is not efficient.
For whom?
> (a) L-BFGS-B does not identify itself even though it was called overriding
> the method
> parameter in optim.
Would you prefer that the warning
> o <- optim(par=c(1,2), fn=function(x)-sum(abs(sin(x))), method="CG",
lower=c(-1,-1), upper= c(2,3))
Warning message:
In optim(par = c(1, 2), fn = function(x) -sum(abs(sin(x))), method = "CG", :
bounds can only be used with method L-BFGS-B (or Brent)
explicitly say that method L-BFGS-B was used because bounds were given?
> (b) Optim reports as final converged minimum value a function value that is
> much larger
> than others computed during the optimization.
That is where a self-contained example would make it much quicker to identify
and perhaps fix the problem.
Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com
> -----Original Message-----
> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
> Behalf
> Of Michael Meyer
> Sent: Wednesday, September 04, 2013 1:35 AM
> To: r-help@r-project.org
> Subject: [R] optim evils
>
> It would take some effort to extract selfcontained code from the mass of code
> wherein
> this optimization is embedded. Moreover I would have to obtain permission
> from my
> employer to do so.
>
> This is not efficient.
> However some things are evident from the trace log which I have submitted:
> (a) L-BFGS-B does not identify itself even though it was called overriding
> the method
> parameter in optim.
> (b) Optim reports as final converged minimum value a function value that is
> much larger
> than
> others computed during the optimization.
>
> I think we can agree on calling this a bug.
> [[alternative HTML version deleted]]
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