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optim: abnormal termination in lnsrch (resend)

3 messages · Mario Valle, Ravi Varadhan, Berend Hasselman

Mario Valle
# 
[sorry, forgot some details...]

I'm using optim(param, fun, method='L-BFGS-B', lower=lo, upper=up) to 
minimize a certain function.
Often the minimization ends with the message:
ERROR: ABNORMAL_TERMINATION_IN_LNSRCH

What is optim() trying to say?
What have I to change in my function to make the minimization succeed?
Do you think using BBoptim() instead of optim() changes anything?

Thanks for your help!
			mario
Ravi Varadhan
# 
You forgot a lot of details.  Can you send us more information about the
"fn" and also some minimal code that can reproduce the problem?

Ravi.

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Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:
http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h
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-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Mario Valle
Sent: Tuesday, January 12, 2010 11:53 AM
To: R-help at r-project.org
Subject: [R] optim: abnormal termination in lnsrch (resend)

[sorry, forgot some details...]

I'm using optim(param, fun, method='L-BFGS-B', lower=lo, upper=up) to 
minimize a certain function.
Often the minimization ends with the message:
ERROR: ABNORMAL_TERMINATION_IN_LNSRCH

What is optim() trying to say?
What have I to change in my function to make the minimization succeed?
Do you think using BBoptim() instead of optim() changes anything?

Thanks for your help!
			mario
Berend Hasselman
#
Mario Valle wrote:
We need more information.
You can also try the additional argument to optim for tracing  the
optimization.
Use optim(param, fun, method='L-BFGS-B', lower=lo, upper=up
,control=list(trace=6))
to get more information.

Berend