[R] Optimization function producing negative parameter values

[J C Nash]

Can you put together your example as a single runnable scipt?

If so, I'll try some other tools to see what is going on. There
have been rumours of some glitches in the L-BFGS-B R implementation,
but so far I've not been able to acquire any that I can reproduce.

John Nash (maintainer of optimx package and some other optimization tools)





On 2021-03-21 1:20 p.m., Shah Alam wrote:
> Dear all,
> 
> I am using optim() to estimate unknown parameters by minimizing the
> residual sums of squares. I created a function with the model. The model is
> working fine. The optim function is producing negative parameter values, even
> I have introduced upper and lower bounds (given in code). Therefore,
> the model produces *NAs*.
> 
> Following is my code.
> 
> param <<- c(0.002,0.002, 0.14,0.012,0.01,0.02, 0.03, 0.001)# initial
>> parameter values
>> opt <- optim(param, fn= f.opt, obsdata =obsdata_10000, method= "L-BFGS-B",
>> lower = c(0.001, 0.001, 0.08,0.008, 0.009, 0.008, 0.009, 0.001),
> 
> upper = c(0.00375, 0.002, 0.2, 0.018, 0.08, 0.08, 0.08, 0.01),
>> control=list(maxit=10), hessian = T)
> 
> 
> Error:
> 
> *"NAs producedError in if (rnd_1 < liferisk) { : missing value where
> TRUE/FALSE needed "*
> 
> The model function which produces NA due to negative parameter values
> 
> liferisk <- rnorm(n = 1, mean =
> (calib_para[which(names(calib_para)=="r_mu")]),sd =
> (calib_para[which(names(calib_para)=="r_sd")]))
> 
>   rnd_1 <- runif(1, 0, 1)
> 
>   if (rnd_1 < liferisk) { ca_case <- 1} else {ca_case <- 0}
> 
> 
> How to design/ modify optim() function, and upper-lower bounds to stop
> producing negative values during parameter search?
> Thanks
> 
> Best regards,
> Shah
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
> 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.
>