[R] L-BFGS-B needs finite values of 'fn'

[Zaihra T]

   try something like  this before wrapping up your function else i guess u'll
   have to stick to Prof Brian Ripley  suggestion his suggestions are usually
   best bet .

    f <- function(x) {

   n <- length(x)
   r <- sum((b^(0:(n-1)))*log(x)) - 2000000*(sum(x)-k)^2
    if(!is.finite(r))

   r<-1e+20 return(r)
   }

   have a nice day.

   On Mon, 31 Mar 2008 12:24:09 +0100 "Paul Smith" wrote:
   > Dear All,
   >
   > I am trying to solve the optimization problem below, but I am always
   > getting the following error:
   >
   > Error in optim(rep(20, nvar), f, gr, method = "L-BFGS-B", lower = rep(0, :
   > L-BFGS-B needs finite values of 'fn'
   >
   > Any ideas?
   >
   > Thanks in advance,
   >
   > Paul
   >
   > -----------------------------------------! ------
   >
   > k <- 10000
   > b <- 0.3
   >
   > f <- function(x) {
   >
   > n <- length(x)
   >
   > r <- sum((b^(0:(n-1)))*log(x)) - 2000000*(sum(x)-k)^2
   >
   > return(r)
   >
   > }
   >
   > gr <- function(x) {
   >
   > n <- length(x)
   >
   > r <- (b^(0:(n-1)))*(1/x) - 4000000*(sum(x)-k)
   >
   > return(r)
   >
   > }
   >
   > nvar <- 10
   > (sols <-
   >
   optim(rep(20,nvar),f,gr,method="L-BFGS-B",lower=rep(0,nvar),upper=rep(k,nvar
   ),control=list(fnscale=-1,parscale=rep(2000,nvar),factr=1e-300,pgtol=1e-300)
   ))
   >
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