similar to: choosing constraints for function optim method="L-BFGS-B" whenthey are in terms of other parameter values

I have a function of several variables which I wish to minimise over four variables, two of the upper bounds for which are defined in terms of other variables in the model over which minimisation will take place. I cannot work out how to code this in such a way as to avoid getting an error message when I run the code. If anyone can provide any assistance I will be most grateful. Best Regards

Is there a package in R that handles general linear (in-)equality + box constrained optimization? If it is not there, could anyone advise me which way to go? And/or point me to packages that solve these problems partially? best, ingmar -- Ingmar Visser Department of Psychology, University of Amsterdam Roetersstraat 15, 1018 WB Amsterdam The Netherlands http://users.fmg.uva.nl/ivisser/ tel:

Hi All, Does someone have an idea of how to cleverly convert a categorical timeseries into a transition matrix? Ie, I have something like: x<- c(1,1,2,1,1,2,2,2,1,2), And I want a matrix with counts and/or probabilities: > tr <- matrix(c(2,3,2,2),2,2) > tr [,1] [,2] [1,] 2 2 [2,] 3 2 Meaning that there are two transitions from 1 to 1, two from 1 to 2, three from 2 to 1

Hi all, I'm writing a vignette for my package, and I would like to include some of the package help files in there as well. Is there an easy way of doing so? I tried using R CMD Rdconv to generate latex files from .Rd files but I am not sure how to include these into a .Rnw file (ie the vignette source). The resulting file from Rdconv do not readily compile using latex ... The other option I

I had written a vignette and included a \usepackage{Rd} command to make it possible to include latex'ed Rd files in the vignette. However, when loading Rd.sty texShop produces the following error: l. 180 ...d}[1]{\ifmmode\bm{#1}\else\textbf{#1}\fi} This is on Max OS X 3.9 and R 2.0.1 Has anyone seen this before and/or is it problematic? I'm not sure whether the output suffers from this

Dear R-helpers, I'm trying to transfer a loop from R code to C to improve performance using the .Call interface. However, I ran into problems before even getting started, and I hope (fear) I'm missing something completely obvious here. I use the following C function (passing an integer to the C function and printing it): #include <R.h> #include <Rinternals.h> SEXP

Dear All, When installing the Ruuid package (from Bioconductor) from sources on my MAC (OS X 10.3.5, R version 2.0.0) I get the following errors: m00245:~ ivisser$ R CMD INSTALL -l /Users/ivisser/Library/R/library/ /Users/ivisser/Desktop/Ruuid * Installing *source* package 'Ruuid' ... loading cache ./config.cache checking for glib-config... no checking how to run the C preprocessor...

Hi, R guys: I'm using L-BFGS-B method of optim for minimization problem. My function called besselI function which need non-negative parameter and the besselI will overflow if the parameter is too large. So I set the constraint box which is reasonable for my problem. But the point outside the box was test, and I got error. My program and the error follows. This program depends on CircStats

This is not so much a question as a contribution, but comments are welcome. Comments: 1) thank you very much to Paul Smith in the post https://stat.ethz.ch/pipermail/r-help/2008-March/157249.html This is intended to build on that example with something more complex than a 2x2 set of constraints 2) "L-BFGS-B" does not appear to work in optimConst Problem: let's

Hi, When running R CMD check I'm getting a number of errors that I don't quite follow and don't know where to start looking for an answer, any hints appreciated. R CMD check trunk * checking for working latex ... OK * using log directory '/Users/ivisser/Documents/projects/ depmixProject/depmixNew/rforge/depmix/trunk.Rcheck' * using R version 2.6.2 (2008-02-08) * checking

Hi, When using method L-BFGS-B along with a parscale argument, should the lower and upper bounds provided be on the scaled or unscaled values? Thanks. Cheers, -- Seb

The the use of optim with the L-BFGS-B method for the following simple function gives erroneous results. Any help appreciated! Best, Bob Reilly # Code: V=function(p){ p1=p[1];p2=p[2] y=p1*p2-.4*(p1+p2) return(-y)} p=c(.2,.2) # p=c(.8,.8) max=optim(p,V,method = "L-BFGS-B",lower=c(0,0),upper=c(1,1)) max1=optim(max$par,V,method = "L-BFGS-B",lower=c(0,0),upper=c(1,1))

Hello, A couple of ideas... Im not clear on your whole problem however... Consider making use of the lgamma function, which returns the natural log of the gamma function. This may help. The gamma function gets awfully, big very fast. Also multivariable likelihoods can be bumpy like a mountain range, with minor peaks and valleys. It is possible that your likelihood has such a shape. Maybe

Hi, I am using optim with a L-BFGS-B method to minimize a function. As I've understood, the way to specify a tolerance for stopping optimization is through "factr" argument. My function, is by construction, minimal when equal to 1. I wonder if there is any way to pass this info to "optim". If not, how "factr" argument works (I am quite confused about the

Hi all! I'm running some simulations and I need to estimate some paramaters with optim( ), in some cases optim stops with the next message: "L-BFGS-B needs finite values of 'fn' " I would like to know how to include and "if" condition when this happen, could it be something like: myfun <- optim(....) # run my function

Have you tried "optimx" package that John Nash and I wrote? The main purpose is to be able to readily compare multiple optimizers on a particular class of problems and see which one seems to do the best. It doesn't include nloptr, but most other optimizers are there. Ravi ________________________________________ From: R-devel <r-devel-bounces at r-project.org> on behalf of

Hi Spencer: See the link below about L-BFGS-B below because I had problems with it a good while back (and I think the link description is the cause but I can't prove it ) so eventually I moved to the Rvmmin(b) package. It's a package but really an algorithm. Rvmmin(b) uses a variable-metric algorithm similar to that of L-BFGS-B but without the problem below. It's not surprisingly a

>>>>> Spencer Graves <spencer.graves at prodsyse.com> >>>>> on Sat, 8 Oct 2016 18:03:43 -0500 writes: [.............] > 2. It would be interesting to know if the > current algorithm behind optim and optimx with > method='L-BFGS-B' incorporates Morales and Nocedal (2011) > 'Remark on ?Algorithm 778:

On 02/05/2019 21:35, Florian Gerber wrote: > Dear all, > > when using optim() for a function that uses the parent environment, I > see the following unexpected behavior: > > makeFn <- function(){ > ??? xx <- ret <- NA > ??? fn <- function(x){ > ?????? if(!is.na(xx) && x==xx){ > ?????????? cat("x=", xx, ", ret=", ret, "

Dear kind R-experts. Does anybody have an experience to use optim function? If yes, what is the main difference between two method "BFGS" vs "L-BFGS-B"? I used "BFGS" method and got what I wanted. But when I used "L-BFGS-B" the error message said that "L-BFGS-B needs finite values of fn". So that means "BFGS" method can handle even if fn