# Optimization function producing negative parameter values

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## Optimization function producing negative parameter values

 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]] ______________________________________________ [hidden email] mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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## Re: Optimization function producing negative parameter values

 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]] > > ______________________________________________ > [hidden email] 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. > ______________________________________________ [hidden email] mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.