On 09/07/2010 10:37 AM, Matthew Killeya wrote:
nlminb( obj = function(x) x, start=1, lower=-Inf, upper=Inf )
If you read the PORT documentation carefully, you'll see that their
convergence criteria are aimed at minimizing positive functions. (They
never state this explicitly, as far as I can see.) So one stopping
criterion is that |f(x)| < abs.tol, and that's what it found for you. I
don't know if there's a way to turn this off.
Doug or Deepayan, do you know if nlminb can be made to work on functions
that go negative?
Duncan Murdoch
$par
[1] 0
$objective
[1] 0
$convergence
[1] 0
$message
[1] "absolute function convergence (6)"
$iterations
[1] 1
$evaluations
function gradient
2 2
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