Hi,
Use the `auglag' function in alabama if you want to get the Hessian at
convergence. This typically tends to perform better than `constrOptim.nl'.
Also, `constrOptim.nl' does not compute the Hessian. You should not specify
method=L-BFGS-B. The default method BFGS is better in this
Dear Helper,
I used constrOptim.nl and got the value of par. The estimations looks good
even if the number of iterations is only 16. But the values of hessian and
convergence are both NULL.
I tested the objective function and gradient function by optim and didn't
see any problem there. With
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