nlminb provides unconstrained optimization and optimization subject to box constraints (i.e. upper and/or lower constraints on individual elements of the parameter vector). The nlm function provides unconstrained optimization.
I created the nlminb function because I was unable to get reliable convergence on some difficult optimization problems for the nlme and lme4 packages using nlm and optim. The nlme package was originally written for S from Bell Labs (the forerunner of S-PLUS) and the PORT package was the optimization code used. Even though it is very old style Fortran code I find it quite reliable as an optimizer. It allows for what is called reverse communication which is convenient in an environment like R. It is a technical issue that has to do with what code is in control when your R expression needs to be evaluated. That said, I still don't feel that I have seen good, modern Open-Source optimization code. I would welcome suggestions of where one might find such code. On Wed, Jun 11, 2008 at 3:16 AM, DavidM.UK <[EMAIL PROTECTED]> wrote: > > I believe nlminb() performs *constrained* optimization, where as nlm() is for > *unconstrained* opimization > > So I guess nlm() is for solving min(f[a,b]), and nlminb() min(f[a,b]) given > a+b <= c > > FYI I think optim() also does constrained optimization, well I've used for > min(f[a,b]) given a <= a* and b <= b*. > > David > > > ae2356 wrote: >> >> >> Hi, >> >> I was wondering if someone could give a brief, big picture overview of the >> difference between the two optimization functions nlm and nlminb. I'm not >> familiar with PORT routines, so I was hoping someone could give an >> explanation. >> >> Thanks, >> Angelo >> _________________________________________________________________ >> Instantly invite friends from Facebook and other social networks to join >> yo >> https://www.invite2messenger.net/im/?source=TXT_EML_WLH_InviteFriends >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> 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. >> >> > > -- > View this message in context: > http://www.nabble.com/difference-between-nlm-and-nlminb-tp17769859p17772440.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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.
