[Rd] optim(…, method=‘L-BFGS-B’) stops with an error message while violating the lower bound

[Spencer Graves]

Hi, Ravi:


       Thanks.  I got the following:


 > optimx.out[order(optimx.out$value),
+    c('Q.lvl', 'Q.slope', 'H', 'value', 'kkt1', 'kkt2')]
                Q.lvl       Q.slope            H
nlminb   0.001806087  0.000000e+00 0.000000e+00
nmkb     0.001806177  6.924995e-13 1.563012e-12
L-BFGS-B 0.001939930 -1.084202e-19 0.000000e+00
spg      0.001422563  2.308140e-01 0.000000e+00
bobyqa   0.001423449  9.622976e-01 0.000000e+00
hjkb     1.000000000  1.000000e+00 1.000000e+00
Rcgmin            NA            NA           NA
Rvmmin            NA            NA           NA
                   value  kkt1  kkt2
nlminb    -3.869081e+02 FALSE  TRUE
nmkb      -3.869081e+02 FALSE FALSE
L-BFGS-B  -3.866286e+02 FALSE  TRUE
spg       -3.010668e+02 FALSE FALSE
bobyqa    -2.726830e+02 FALSE FALSE
hjkb       3.515507e+02    NA    NA
Rcgmin    8.988466e+307    NA    NA
Rvmmin    8.988466e+307    NA    NA


        'L-BFGS-B' returned the same violation of the constraint that 
lower = 0 as before.  'nlminb' and 'nmkb' got essentially the same 
answer, but neither seemed confident they had the minimum.  'nmkb' 
reported the same 'value' as 'nlminb', but the parameter values were at 
the boundary for nlminb and not for nmkb.  When I started optimx with 
nlminb, the first 5 decided that was the best and the last 3 failed, as 
before.


       I've added this to my vignette on this.


       Thanks,
       Spencer Graves


On 10/8/2016 2:29 PM, Ravi Varadhan wrote:
> Have you tried "optimx" package that John Nash and I wrote?  The main  > purpose is to be able to readily compare multiple optimizers on a > 
particular class of problems and see which one seems to do the best. > 
It doesn't include nloptr, but most other optimizers are there. > > Ravi 
________________________________________ From: R-devel > 
<r-devel-bounces at r-project.org> on behalf of Spencer Graves > 
<spencer.graves at prodsyse.com> Sent: Saturday, October 8, 2016 2:50 > PM 
To: R-devel Subject: [Rd] optim(…, method=‘L-BFGS-B’) stops with > an 
error message while violating the lower bound > > Hello: > > > The 
development version of Ecdat on R-Forge contains a vignette in > which 
optim(…, method=‘L-BFGS-B’) stops with an error message while > 
violating the lower bound. > > > To see all the details, try the 
following: > > > install.packages("Ecdat", 
repos="http://R-Forge.R-project.org") > > > Then do "help(pac=Ecdat)" -> 
"User guides, package vignettes and > other documentation" -> 
"Ecdat::AverageIncomeModels". > > > I've found other optimizers that 
will get around the problem in this > case but none that performs as 
well as optim with many other > problems. > > > Thanks, Spencer Graves > 
 > > p.s.  I've also tested bobyqa{minqa} or nloptr{nloptr}, recommended 
 > in a vignette in the lme4 package.  These did better than optim in > 
this example but worse in others I tried. > > 
______________________________________________ R-devel at r-project.org > 
mailing list https://stat.ethz.ch/mailman/listinfo/r-devel >



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