optimization - What does R nlminb mean in fact?
I'm using the function nlminb to maximise a function and got convergence (convergence =0 ) with the message false-convergence.
I tried the documentation but no answer. I tried to get the port documentation on the function and could find the function
Can anyone point me to the port documentation of
nlminb or explain what does false convergence mean please ?
I also tried other optimization function but though nlminb is a bit obscure, it seems to converge faster than any other function to the right answer. Need to perform more test to make sure. Even using the
nlminb through optimx is considerably slow.
It would be a good thing if we understand more how this function work. Fortran coders feel free to help please.
Edit I should have found the code earlier. Here it is but it is still obscure. Can somebody help