Matthew Killeya
2010-Jul-09 14:37 UTC
[R] Not nice behaviour of nlminb (windows 32 bit, version 2.11.1)
nlminb( obj = function(x) x, start=1, lower=-Inf, upper=Inf ) $par [1] 0 $objective [1] 0 $convergence [1] 0 $message [1] "absolute function convergence (6)" $iterations [1] 1 $evaluations function gradient 2 2 [[alternative HTML version deleted]]
Duncan Murdoch
2010-Jul-09 19:44 UTC
[R] Not nice behaviour of nlminb (windows 32 bit, version 2.11.1)
On 09/07/2010 10:37 AM, Matthew Killeya wrote:> nlminb( obj = function(x) x, start=1, lower=-Inf, upper=Inf ) >If you read the PORT documentation carefully, you'll see that their convergence criteria are aimed at minimizing positive functions. (They never state this explicitly, as far as I can see.) So one stopping criterion is that |f(x)| < abs.tol, and that's what it found for you. I don't know if there's a way to turn this off. Doug or Deepayan, do you know if nlminb can be made to work on functions that go negative? Duncan Murdoch> $par > [1] 0 > > $objective > [1] 0 > > $convergence > [1] 0 > > $message > [1] "absolute function convergence (6)" > > $iterations > [1] 1 > > $evaluations > function gradient > 2 2 > > [[alternative HTML version deleted]] > > ______________________________________________ > 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. >
Reasonably Related Threads
- Calibrating the risk free interest rate using nlminb
- nlminb with constraints failing on some platforms
- nlminb with constraints failing on some platforms
- optim or nlminb for minimization, which to believe?
- Not nice behaviour of nlminb (windows 32 bit, version, 2.11.1)