[R] optim, L-BFGS-B | constrained bounds on parms?

Ben Bolker bbolker at gmail.com
Sat Sep 20 18:01:09 CEST 2014

Evan Cooch <evan.cooch <at> gmail.com> writes:

>   You could also use Rvmmin
> > that has bounds, or nmkb from dfoptim (though you
> cannot start on bounds).
> >
> One 'negative' for dfoptim is that is doesn't automatically generate the 
> Hessian (as far as I can tell). Rather nice to be able to do so for 
> other calculations that usual follow after the optimization. optimx has 
> a control option for that.

  I think Rvmmin requires the gradient function to be defined (don't
remember whether that's easy for you or not).
  Some more options for bounded optimization are bobyqa from the 
minqa package, or the equivalent from the nloptr package -- neither
computes the hessian, but the numDeriv package makes that pretty
easy ...

   Ben Bolker

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