[R] optim function : "BFGS" vs "L-BFGS-B"

Roger D. Peng rpeng at jhsph.edu
Mon Jan 5 23:00:56 CET 2004

The help page for optim() says:

      Function 'fn' can return 'NA' or 'Inf' if the function cannot be
      evaluated at the supplied value, but the initial value must have a
      computable finite value of 'fn'. (Except for method '"L-BFGS-B"'
      where the values should always be finite.)


Kang.Changku at epamail.epa.gov wrote:
> 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 function is infinite value?
> What I really want to know is that can I get the same result by using
> L-BFGS-B method?
> +++++++++++++++++++++++++++++++++++++++++++++++++++++
> Changku Kang
> National Center for Environmental Assessment
> EPA  (B211F)
> 919-541-1396
> 919-541-0245 (fax)
> Kang.Changku at epa.gov
> Graduate Student
> Department of Statistics, NCSU
> ckang2 at stat.ncsu.edu
> 919-513-2956
> +++++++++++++++++++++++++++++++++++++++++++++++++++++
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