Dear All, I am trying to solve the optimization problem below, but I am always getting the following error:
Error in optim(rep(20, nvar), f, gr, method = "L-BFGS-B", lower = rep(0, : L-BFGS-B needs finite values of 'fn' Any ideas? Thanks in advance, Paul ----------------------------------------------- k <- 10000 b <- 0.3 f <- function(x) { n <- length(x) r <- sum((b^(0:(n-1)))*log(x)) - 2000000*(sum(x)-k)^2 return(r) } gr <- function(x) { n <- length(x) r <- (b^(0:(n-1)))*(1/x) - 4000000*(sum(x)-k) return(r) } nvar <- 10 (sols <- optim(rep(20,nvar),f,gr,method="L-BFGS-B",lower=rep(0,nvar),upper=rep(k,nvar),control=list(fnscale=-1,parscale=rep(2000,nvar),factr=1e-300,pgtol=1e-300))) ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.