[Rd] nlminb with constraints failing on some platforms

I've noticed unstable behavior of nlminb on some Linux systems. The problem can be reproduced by compiling R-3.5.2 using gcc-8.2 and running the following snippet: f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 ) opt <- nlminb(rep(0, 10), f, lower=-1, upper=3) xhat <- rep(1, 10) abs( opt$

[Rd] do_optimhess: ndeps parscale

e))$hessian [,1][,2] [1,] 1.00e-06 0 [2,] 0.00e+00 1648722 # RECOMPILING WITH THE SUGGESTED CHANGE GIVES CORRECT HESSIAN: > optim(xhat,f,hessian=TRUE,method="CG",control=list(parscale=parscale))$hessian [,1][,2] [1,] 1.01e-06