Thanks for you help and for having called my attention to the trace facilities of optim(), which are really helpful.
Paul On Mon, Mar 31, 2008 at 12:43 PM, Prof Brian Ripley <[EMAIL PROTECTED]> wrote: > Your function gives -Inf at the lower bound on the parameters, so you are > minimizing a function without a lower bound. > > Using the trace facilities of optim() would have got you thereeasily > enough. > > > > > On Mon, 31 Mar 2008, Paul Smith wrote: > > > 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. > > > > -- > Brian D. Ripley, [EMAIL PROTECTED] > Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ > University of Oxford, Tel: +44 1865 272861 (self) > 1 South Parks Road, +44 1865 272866 (PA) > Oxford OX1 3TG, UK Fax: +44 1865 272595 > ______________________________________________ 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.