Dear R users
I have the following problem when calling optim() to minimize a function
"f.obj" (= outer loop) that calls another function "f.con"
(a contraction mapping, = inner loop). It seems to me that it is a numerical
problem that I currently fail to take into account when coding.
Calling optim(), for the first few iterations of the outer loop, everything
seems fine; the contraction mapping is calculated in each run. However, after a
number of outer loop iterations, an error occurs and the following message is
displayed:
Error in while (max.dev >= tol.in) { :
missing value where TRUE/FALSE needed
The previous conditional statement ensures that the iteration in the inner loop
should run as long as max.dev <- max(abs(x - x.in)) is greater than the inner
loop tolerance level (tol.in <- 1E-9), where x is computed by the contraction
mapping using x.in. I used different stopping rules and tolerance levels, but
this gives the same result.
As I said, I think it's a numerical problem. Has anyone had similar
experiences using optim() and could you give some coding advice?
Thanks in advance,
Jo Reynaerts
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