Dear members,
I fought for several days against an error I was getting with optim in
L-BFGS-B. The error was produced because some parameters were outside
the limits defined by upper and lower.
After investigation, the error is not produced during the optimization
itself but during the calculation of the Hessian matrix which does not
take into account the upper and lower bounds.
It would be nice if this was stated in the optim help within the
L-BFGS-B method section.
Marc Girondot
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