On Tue, 5 Oct 2004, Shuangge Ma wrote:
Hello, I got a question with the R function constrOptim.
From the R help, it says that the return values of "constrOptim" are thesame as "optim". For the return value "convergence" of the function "optim", the values should be 0, 1, 10, 51 and 52. See http://www.maths.lth.se/help/R/.R/library/stats/html/optim.html
When I use constrOptim, I get "convergence" values 7 and 11. What do they mean exactly?
You should also get a convergence message with these (in the $message component)
7 is "Barrier algorithm ran out of iterations and did not converge"
so the inner iteration converged but the outer iteration with the log barrier didn't
11 is "Objective function increased at outer iteration i" (or "decreased" if you are doing maximisation). This probably means that you haven't found the optimum.
-thomas
Thomas Lumley Assoc. Professor, Biostatistics [EMAIL PROTECTED] University of Washington, Seattle
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