L-BFGS-B needs finite values of 'fn'

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
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 at 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,                  ripley at stats.ox.ac.uk
 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

L-BFGS-B needs finite values of 'fn'

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