[R] Not nice behaviour of nlminb (windows 32 bit, version, 2.11.1)

Prof. John C Nash nashjc at uottawa.ca
Sat Jul 10 15:48:25 CEST 2010


I won't add to the quite long discussion about the vagaries of nlminb, but will note that 
over a long period of software work in this optimization area I've found a number of 
programs and packages that do strange things when the objective is a function of a single 
parameter. Some methods quite explicitly throw an error when n<2. It seems nlminb does 
not, but that does not mean that the authors ever thought anyone would use their large 
package to solve a small 1D problem, or if they did, whether they seriously tested for the 
awkward things that happen when one only has one parameter. I've seen similar things go 
wrong with matrix packages e.g., eigensolutions of 1 by 1 matrices.

So this msg is to watch carefully when problems are n=1 and put in some checks that 
answers make sense.

JN



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