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optim question

1 message · John C Nash

#
When I run your problem in optimx (with all.methods=TRUE), L-BFGS-B fails because the
function is evaluated out of range. optimx (actually the optfntools package) from R-forge
can trap these, and it is usually a good idea to stop and figure out what is going on.
Nevertheless, it seems a solution can be found by other methods, and even by L-BFGS-B if
one is prepared to ignore these "glitches".

A big +++ for including an executable example. Of course, I would not have answered otherwise.

Note that the optimx and optfntools on R-forge are at the moment undergoing a lot of
review and change.

Best, JN