From markleeds2 at gmail.com  Sun Oct  9 00:00:24 2016
From: markleeds2 at gmail.com (Mark Leeds)
Date: Sat, 8 Oct 2016 18:00:24 -0400
Subject: [Rd]
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In-Reply-To: <a4515835-87f7-302d-5420-4cbf10b44fa1@prodsyse.com>
References: <a4515835-87f7-302d-5420-4cbf10b44fa1@prodsyse.com>
Message-ID: <CAHz+bWZExjt5YGu0SaAx4bK7hvFo0QsT0NE=d-4Wuc+aFRwPMg@mail.gmail.com>

Hi Spencer: See the link below about L-BFGS-B below because  I had problems
with it a good while back (and I think the link description is the cause
but I can't prove it )  so  eventually I moved to the  Rvmmin(b) package.
It's a package but really an algorithm. Rvmmin(b) uses a variable-metric
algorithm similar to that of L-BFGS-B but without the problem below. It's
not surprisingly a creation of John Nash and quite impressive based on my
experience. Just like L-BFGS, it can implement box constraints by adding
the b.

http://users.eecs.northwestern.edu/~morales/PSfiles/acm-remark.pdf







On Sat, Oct 8, 2016 at 2:50 PM, Spencer Graves <spencer.graves at prodsyse.com>
wrote:

> 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.
>
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel

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[Rd] =?utf-8?b?b3B0aW0o4oCmLCBtZXRob2Q94oCYTC1CRkdTLULigJkpIHN0?= =?utf-8?q?ops_with_an_error_message_while_violating_the_lower_boun?= =?utf-8?q?d?=
Mark Leeds