Re: [R] L-BFGS-B needs finite values of 'fn'

From: Paul Smith <phhs80_at_gmail.com>
Date: Mon, 31 Mar 2008 13:46:31 +0100

Thanks for you help and for having called my attention to the trace facilities of optim(), which are really helpful.

Paul

On Mon, Mar 31, 2008 at 12:43 PM, Prof Brian Ripley <ripley_at_stats.ox.ac.uk> wrote:
> Your function gives -Inf at the lower bound on the parameters, so you are
> minimizing a function without a lower bound.
>
> Using the trace facilities of optim() would have got you thereeasily
> enough.
>
>
>
>
> On Mon, 31 Mar 2008, Paul Smith wrote:
>
> > Dear All,
> >
> > I am trying to solve the optimization problem below, but I am always
> > getting the following error:
> >
> > Error in optim(rep(20, nvar), f, gr, method = "L-BFGS-B", lower = rep(0, :
> > L-BFGS-B needs finite values of 'fn'
> >
> > Any ideas?
> >
> > Thanks in advance,
> >
> > Paul
> >
> > -----------------------------------------------
> >
> > k <- 10000
> > b <- 0.3
> >
> > f <- function(x) {
> >
> > n <- length(x)
> >
> > r <- sum((b^(0:(n-1)))*log(x)) - 2000000*(sum(x)-k)^2
> >
> > return(r)
> >
> > }
> >
> > gr <- function(x) {
> >
> > n <- length(x)
> >
> > r <- (b^(0:(n-1)))*(1/x) - 4000000*(sum(x)-k)
> >
> > return(r)
> >
> > }
> >
> > nvar <- 10
> > (sols <- optim(rep(20,nvar),f,gr,method="L-BFGS-B",lower=rep(0,nvar),upper=rep(k,nvar),control=list(fnscale=-1,parscale=rep(2000,nvar),factr=1e-300,pgtol=1e-300)))
> >
> > ______________________________________________
> > R-help_at_r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
>
> --
> Brian D. Ripley, ripley_at_stats.ox.ac.uk
> Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
> University of Oxford, Tel: +44 1865 272861 (self)
> 1 South Parks Road, +44 1865 272866 (PA)
> Oxford OX1 3TG, UK Fax: +44 1865 272595
>



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Mon 31 Mar 2008 - 12:49:28 GMT

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