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

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)))

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

 --
 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

try something like  this before wrapping up your function else i guess u'll
have to stick to Prof Brian Ripley  suggestion his suggestions are usually
best bet .

 f <- function(x) {

 n <- length(x)

r <- sum((b^(0:(n-1)))*log(x)) - 2000000*(sum(x)-k)^2
 if(!is.finite(r))

r<-1e+20 return(r)

}

have a nice day.




On Mon, 31 Mar 2008 12:24:09 +0100 "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)))