[R] optim(method="L-BFGS-B") abnormal termination

Petr Klasterecky klaster at karlin.mff.cuni.cz
Fri Feb 23 12:41:53 CET 2007


Hi,
my call of optim() with the L-BFGS-B method ended with the following 
error message: ERROR: ABNORMAL_TERMINATION_IN_LNSRCH

Further tracing shows:
Line search cannot locate an adequate point after 20 function and 
gradient evaluations
final  value 0.086627
stopped after 7 iterations

Could someone pls tell me whether it is possible to increase the limit 
of 20 evaluations? Is it even worth doing so?

My function(s) to be minimized are polynomial functions of tens of 
variables - let say 10 - 60 variables, all of them constrained to the 
(0,1) interval. Is it even possible and meaningfull to attempt such 
minimization? (Suppose I have good starting values.)

Thaks, Petr
-- 
Petr Klasterecky
Dept. of Probability and Statistics
Charles University in Prague
Czech Republic



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