[R] Method of L-BFGS-B of optim evaluate function outside of box constraints
azzalini at stat.unipd.it
Thu Aug 21 10:09:42 CEST 2003
On Wednesday 20 August 2003 15:44, Shengqiao Li wrote:
> Hi, R guys:
> I'm using L-BFGS-B method of optim for minimization problem. My function
> called besselI function which need non-negative parameter and the besselI
> will overflow if the parameter is too large. So I set the constraint box
> which is reasonable for my problem. But the point outside the box was
> test, and I got error. My program and the error follows. This program
> depends on CircStats package.
> Anyone has any idea about this?
No idea... I can only say that a similar behaviour of optim
with method="L-BFGS-B" (i.e. evaluation of the function
outside the lower/upper limits) has occurred to me too.
It is a rare but possible behaviour.
Last June, I have sent a full description of the problem to
r-bugs at r-project.org
Adelchi Azzalini <azzalini at stat.unipd.it>
Dipart.Scienze Statistiche, Università di Padova, Italia
(please, no ms-word/ms-excel/alike attachments)
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