[R] Optim() violates constraints

From: Zornitsa Luleva <zornitsa.luleva_at_gmail.com>
Date: Thu, 19 Jun 2008 14:48:53 +0200


Hi,

I am using the mle2 method of the package 'bbmle'. The method is calling as far as I understood it the optim method "L-BFGS-B" (this is the method I use). The latter one allows the user to impose box constraints on the variables, i.e. to give lower and upper bounds. It is important that the initial values satisfy the constraints. In my problem, it is the case. I do not know if there is something else to watch for, but the algorithm violates the constraints that I have given and therefore, my algorithm is not working. Do you have any idea what I can do about it?

Thank you very much in advance!

Zoe

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