Optim.jl Implementing box minimization does not work for me

General Usage
1

Hi all,

I am trying to implement a box minimization, but am struggling to do so.

I am at the moment trying to run the line:

    results = optimize(x -> blp_iteration(dt, z, x, W, random_coeff, fixed_coeff,agents), init, lower, upper, Fminbox(BFGS()), Optim.Options(f_tol = 1e-40, x_tol = 1e-40, g_tol = 1e-40, iterations = 5000))

and have been using Minimizing a function - Optim.jl to figure it out. There, it suggests running Fminbox{BFGS}() which does not work at all for me. What I get is the error:

image
image1936×327 103 KB

This error does not come, when I remove lower, upper, and Fminbox(). Then, it just manages to solve it.

Best,
Jakob

2

Hi, what is the value of init, lower, upper ? my intuition says that you are passing integer values instead of float values

3 
init = [0.4,0.4,0,0.4]
lower = [0,0,-10,-10]
upper = [10,10,10,10]

This is how they are defined. What fix would you suggest ?

4

try using:

lower = [0.0,0.0,-10.0,-10.0]
upper = [10.0,10.0,10.0,10.0]
2 Likes
5

u are right, it runs now. How did you know this?

6

Your lower and upper were arrays of Integers (because all initial values were Ints). The error was complaining about some operation failing for that.

You could also have used lower = Float64[0, 0, -10, -10]

1 Like