Error in optim(par = par, fn = fun, method = “L-BFGS-B”, lower = lb, upper = ub) : L-BFGS-B needs finite values of 'fn'

Question

I am trying to optimize the function "fun" for the weights (w_opt) but I get the following error:

Error in optim(par = par, fn = fun, method = "L-B