Minimisation using the nlminb R-function

I would like to find the 4-dimensional vector that minimises some function f which depends on 4 variables. The first three variables take on strictly positive values; the fourth one is unconstrained. To do this, I would like to use R. I have tried to apply the nlminb function with lower=c(0.001, 0.001, 0.001, -Inf) as one of its optional argument. The procedure does converge but it turns out that the proposed solution does not satisfy the constraint ! I have an alternative solution that consists of using an exponential transformation. However, I would apprecia开发者_StackOverflow中文版te to figure out why R returns a solution that does not meet my requirements.

Any comment will be appreciated, Thanks, Marco

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It would be very difficult for me to provide that function here. The reason is that it depends on a number of pre-defined stuff. Anyway, I am not sure to understand why this occurs but I have realized that my function sometimes returns NaN due to very very large numbers. Actually, I have some doubt about convergence. On the other hand, I have made some modifications and the alternative solution seems to work well. As a conclusion, I think that the problem came from my function, not from nlminb.

Best, Marco