[R] Not nice behaviour of nlminb (windows 32 bit, version 2.11.1)

[Duncan Murdoch]

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.
>