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OpenMx 2.2.3 with SLSQP optimizer

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Mike Cheung's picture
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Joined: 10/08/2009 - 22:37
OpenMx 2.2.3 with SLSQP optimizer
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I am testing the SLSQP optimizer in the GitHub version (OpenMx 2.2.3). It seems that it will return an error code 6 when the estimates hit the lower bounds. The NPSOL optimizer seems to work fine in this case. The -2logLikelihoods of both solutions are equal (up to 4 decimal places). Please see the attached examples.

jpritikin's picture
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Joined: 05/24/2012 - 00:35
what is the correct behavior?

The gradient of this model is clearly not close to zero,

My model.M[1,1] My model.V[1,1] 
   1.939242e-07    7.424089e+00 

Hence, I argue that the behavior of SLSQP is correct and NPSOL is wrong. Don't we want a code 6 in this circumstance?

jpritikin's picture
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Joined: 05/24/2012 - 00:35
okay, you are correct

Try v2.2.3-11-g35fa1d1