From ravi.varadhan at jhu.edu  Sat Oct  8 21:29:54 2016
From: ravi.varadhan at jhu.edu (Ravi Varadhan)
Date: Sat, 8 Oct 2016 19:29:54 +0000
Subject: [Rd]
 =?windows-1252?q?optim=28=85=2C_method=3D=91L-BFGS-B=92=29_s?=
 =?windows-1252?q?tops_with_an_error_message_while_violating_the_lower_bou?=
 =?windows-1252?q?nd?=
In-Reply-To: <a4515835-87f7-302d-5420-4cbf10b44fa1@prodsyse.com>
References: <a4515835-87f7-302d-5420-4cbf10b44fa1@prodsyse.com>
Message-ID: <1475954974266.10173@jhu.edu>

Have you tried "optimx" package that John Nash and I wrote?  The main purpose is to be able to readily compare multiple optimizers on a particular class of problems and see which one seems to do the best.  It doesn't include nloptr, but most other optimizers are there.

Ravi
________________________________________
From: R-devel <r-devel-bounces at r-project.org> on behalf of Spencer Graves <spencer.graves at prodsyse.com>
Sent: Saturday, October 8, 2016 2:50 PM
To: R-devel
Subject: [Rd] optim(?, method=?L-BFGS-B?) stops with an error message while violating the lower bound

Hello:


       The development version of Ecdat on R-Forge contains a vignette
in which optim(?, method=?L-BFGS-B?) stops with an error message while
violating the lower bound.


       To see all the details, try the following:


install.packages("Ecdat", repos="http://R-Forge.R-project.org")


       Then do "help(pac=Ecdat)" -> "User guides, package vignettes and
other documentation" -> "Ecdat::AverageIncomeModels".


       I've found other optimizers that will get around the problem in
this case but none that performs as well as optim with many other problems.


       Thanks,
       Spencer Graves


p.s.  I've also tested bobyqa{minqa} or nloptr{nloptr}, recommended in a
vignette in the lme4 package.  These did better than optim in this
example but worse in others I tried.

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[Rd] =?windows-1252?q?optim=28=85=2C_method=3D=91L-BFGS-B=92=29_s?= =?windows-1252?q?tops_with_an_error_message_while_violating_the_lower_bou?= =?windows-1252?q?nd?=
Ravi Varadhan