[R] optim question

[John C Nash]

When I run your problem in optimx (with all.methods=TRUE), L-BFGS-B fails because the
function is evaluated out of range. optimx (actually the optfntools package) from R-forge
can trap these, and it is usually a good idea to stop and figure out what is going on.
Nevertheless, it seems a solution can be found by other methods, and even by L-BFGS-B if
one is prepared to ignore these "glitches".

A big +++ for including an executable example. Of course, I would not have answered otherwise.

Note that the optimx and optfntools on R-forge are at the moment undergoing a lot of
review and change.

Best, JN


> Message: 4
> Date: Tue, 8 May 2012 14:35:10 -0500
> From: Wenhao Gui <guiwenhao at gmail.com>
> To: r-help at r-project.org
> Subject: [R] optim question
> Message-ID:
> 	<CABZdO=zKr1wsXmTOQ54UieVQfpkAx=CYT0dZiP7Yt1CjB6Exyg at mail.gmail.com>
> Content-Type: text/plain
> 
> Hello,
> 
> I used optim to find the MLE estimates of some parameters.  See the code
> below.  It works for data1(x). but It did not work for data2 and the error
> says" L-BFGS-B needs finite values of 'fn' ".
> 
> data2:   c(x, 32)  that is, if I added the number 32 at the end of data1.
> The error appears "non-finite function value" etc.
> 
> Any comments or suggestions?
> 
> Thanks!
> 
> Wenhao
>