Hi Spencer: See the link below about L-BFGS-B below because I had problems with it a good while back (and I think the link description is the cause but I can't prove it ) so eventually I moved to the Rvmmin(b) package. It's a package but really an algorithm. Rvmmin(b) uses a variable-metric algorithm similar to that of L-BFGS-B but without the problem below. It's not surprisingly a creation of John Nash and quite impressive based on my experience. Just like L-BFGS, it can implement box constraints by adding the b.
http://users.eecs.northwestern.edu/~morales/PSfiles/acm-remark.pdf On Sat, Oct 8, 2016 at 2:50 PM, Spencer Graves <spencer.gra...@prodsyse.com> wrote: > 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@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel [[alternative HTML version deleted]] ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel