optim function : "BFGS" vs "L-BFGS-B"
The help page for optim() says:
Function 'fn' can return 'NA' or 'Inf' if the function cannot be
evaluated at the supplied value, but the initial value must have a
computable finite value of 'fn'. (Except for method '"L-BFGS-B"'
where the values should always be finite.)
-roger
Kang.Changku at epamail.epa.gov wrote:
Dear kind R-experts. Does anybody have an experience to use optim function? If yes, what is the main difference between two method "BFGS" vs "L-BFGS-B"? I used "BFGS" method and got what I wanted. But when I used "L-BFGS-B" the error message said that "L-BFGS-B needs finite values of fn". So that means "BFGS" method can handle even if fn function is infinite value? What I really want to know is that can I get the same result by using L-BFGS-B method? +++++++++++++++++++++++++++++++++++++++++++++++++++++ Changku Kang National Center for Environmental Assessment EPA (B211F) 919-541-1396 919-541-0245 (fax) Kang.Changku at epa.gov Graduate Student Department of Statistics, NCSU ckang2 at stat.ncsu.edu 919-513-2956 +++++++++++++++++++++++++++++++++++++++++++++++++++++
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