Paul, I think the problem is the starting point. I do not remember the details of the BFGS method, but I am almost sure the (.5, .5) starting point is suspect, since the abs function is not differentiable at 0. If you perturb the starting point even slightly you will have no problem.
Andy __________________________________ Andy Jaworski 518-1-01 Process Laboratory 3M Corporate Research Laboratory ----- E-mail: [EMAIL PROTECTED] Tel: (651) 733-6092 Fax: (651) 736-3122 "Paul Smith" <[EMAIL PROTECTED] > To Sent by: R-help <r-help@stat.math.ethz.ch> [EMAIL PROTECTED] cc at.math.ethz.ch Subject [R] Bad optimization solution 05/07/2007 04:30 PM Dear All I am trying to perform the below optimization problem, but getting (0.5,0.5) as optimal solution, which is wrong; the correct solution should be (1,0) or (0,1). Am I doing something wrong? I am using R 2.5.0 on Fedora Core 6 (Linux). Thanks in advance, Paul ------------------------------------------------------ myfunc <- function(x) { x1 <- x[1] x2 <- x[2] abs(x1-x2) } optim(c(0.5,0.5),myfunc,lower=c(0,0),upper=c(1,1),method="L-BFGS-B",control=list(fnscale=-1)) ______________________________________________ R-help@stat.math.ethz.ch 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. ______________________________________________ R-help@stat.math.ethz.ch 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.