Re: [Rd] bug in L-BFGS-B? (PR#8099)

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Sat 27 Aug 2005 - 17:19:32 GMT

On Sat, 27 Aug 2005, Peter Dalgaard wrote:

> Prof Brian Ripley <ripley@stats.ox.ac.uk> writes:
>
>> Check your versions of MASS. The Windows one appears to be an outdated
>> version, and does different things.
>
> Forgetting to run tools/rsync-recommended during build will do that
> sort of thing to you, but it would seem that Berwin used a binary
> download. But of course he might be picking up an older version of the
> package from a private library.

I think it is a case of the version released with 2.1.0 vs an update (possibly one post 2.1.1).

>> As for the problem, yes it probably is a bug in L-BFGS-B. Fancy debugging
>> the code?
>
> B. might just be capable of it, but this is certainly some of the more
> impenetrable code in R. While he (or anyone else) is in there, there
> seems to be another problem in that the Hessian calculations refuse to
> stay within the bounds (which is pretty annoying when the objective
> function is undefined outside of them). Try for instance
>
> f <- function(p) sum(ifelse(p>=-1e-4,p,Inf)^2)
> optim(f, lower=c(0,0), par=c(5,5), method="L-BFGS-B")
> optim(f, lower=c(0,0), par=c(5,5), method="L-BFGS-B", hess=T)

I think you will find that is as documented: see the return value stated. Could be fixed though.



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https://stat.ethz.ch/mailman/listinfo/r-devel Received on Sun Aug 28 03:32:19 2005

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