Hi, Mark et al.:
Thanks, Mark. Three comments: 1. Rvmmin was one of the methods I tried after Ravi directed me to optimx. It returned NAs for essentially everything. See my email of this subject stamped 4:43 PM Central time = 21:43 UTC. 2. It would be interesting to know if the current algorithm behind optim and optimx with method='L-BFGS-B' incorporates Morales and Nocedal (2011) 'Remark on “Algorithm 778: L-BFGS-B: Fortran Subroutines for Large-Scale Bound Constrained Optimization”'. I created this vignette and started this threat hoping that someone on the R Core team might decide it's worth checking things like that. 3. The vignette mentioned below was extracted from a larger vignette fitting several models that seem to encounter convergence problems. I should probably switch to optimx using all the methods that offers for constrained optimization, including nminb. Best Wishes, Spencer Graves On 10/8/2016 5:00 PM, Mark Leeds wrote: > 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 > <http://users.eecs.northwestern.edu/%7Emorales/PSfiles/acm-remark.pdf> > > > > > > > > On Sat, Oct 8, 2016 at 2:50 PM, Spencer Graves > <spencer.gra...@prodsyse.com <mailto: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 > <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 <mailto:R-devel@r-project.org> mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel > <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