On Wed, Apr 15, 2009 at 3:57 PM, Tiago Marques <ti...@mcs.st-and.ac.uk> wrote: > I am using optim, with method=L-BFGS-B, to maximize a likelihood inside a > large simulation exercise. This runs fine for most simulated data sets, but > for some reason, about 1 out of 100 times, optim will just hang. > Using a dumb approach to the problem (i.e. printing the parameter values > each time the function being maximized is evaluated), I tracked down when > this happens, and although I do not understand optim's behavior or what > triggers it, it seems to happen specifically when one of the parameter > boundaries is reached - and then the function just stops being evaluated. > > But there is nothing special with the parameter boundary, i.e., if I > decrease or increase the boundary using say lower and upper arguments in > optim, the function seems to hang at the new values. So it does not seem to > be a specific value that triggers the behavior, but the fact that the value > is the boundary defined in the function call. > > As anyone seen this behavior before? Is it me missing something or is this > some bug in "method=L-BFGS-B"? Any suggestions on how to deal with it?
Can you provide us with a minimal example exhibiting the problem you are mentioning? 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.
