>>>>> "Duncan" == Duncan Murdoch <[EMAIL PROTECTED]>
>>>>> on Tue, 16 May 2006 08:34:06 -0400 writes:
Duncan> On 5/16/2006 4:56 AM, [EMAIL PROTECTED]
Duncan> wrote:
>> Probably I included too much at once in my bug report. I
>> can live with an unfulfilled wishlist and thank you for
>> thinking about it. The "badly-behaved" function is just
>> an example to demonstrate the bug I reported. I think it
>> is a bug if optim returns (without any warning) an
>> unmatching pair of par and value: f(par) != value. And it
>> is easily fixed.
>> Andreas
Duncan> I agree with you that on return f(par) should be
Duncan> value. I agree with Brian that changes to the
Duncan> underlying strategy need much more thought.
I agree (to both).
However, isn't Andreas' patch just fixing the problem
and not changing the underlying strategy at all?
[No, I did not study the code in very much detail ...]
Martin Maechler
>> Prof Brian Ripley wrote:
>>
>>> [Sorry for the belated reply: this came in just as I was leaving for a
>>> trip.]
>>>
>>> I've checked the original source, and the C code in optim does
>>> accurately reflect the published algorithm.
>>>
>>> Since your example is a discontinuous function, I don't see why you
>>> expect CG to work on it. John Nash reports on his extensive
>>> experience that method 3 is the worst, and I don't think we should let
>>> a single 2D example of a badly-behaved function override that.
>>>
>>> Note that no other optim method copes with the discontiuity here: had
>>> your reported that it would have been clear that the problem was with
>>> the example.
>>>
>>> On Fri, 21 Apr 2006, [EMAIL PROTECTED] wrote:
>>>
>>>> Dear R team,
>>>>
>>>> when using optim with method "CG" I got the wrong $value for the
>>>> reported $par.
>>>>
>>>> Example:
>>>> f<-function(p) {
>>>> if (!all(p>-.7)) return(2)
>>>> if (!all(p<.7)) return(2)
>>>> sin((p[1])^2)*sin(p[2])
>>>> }
>>>> optim(c(0.1,-0.1),f,method="CG",control=list(trace=0,type=1))
>>>> $par 19280.68 -10622.32
>>>> $value -0.2346207 # should be 2!
>>>>
>>>> optim(c(0.1,-0.1),f,method="CG",control=list(trace=0,type=2))
>>>> $par 3834.021 -2718.958
>>>> $value -0.0009983175 # should be 2!
>>>>
>>>> Fix:
>>>> --- optim.c (Revision 37878)
>>>> +++ optim.c (Arbeitskopie)
>>>> @@ -970,7 +970,8 @@
>>>> if (!accpoint) {
>>>> steplength *= stepredn;
>>>> if (trace) Rprintf("*");
>>>> - }
>>>> + } else
>>>> + *Fmin = f;
>>>> }
>>>> } while (!(count == n || accpoint));
>>>> if (count < n) {
>>>>
>>>> After fix:
>>>> optim(c(0.1,-0.1),f,method="CG",control=list(trace=0,type=1))
>>>> $par 0.6993467 -0.4900145
>>>> $value -0.2211150
>>>> optim(c(0.1,-0.1),f,method="CG",control=list(trace=0,type=2))
>>>> $par 3834.021 -2718.958
>>>> $value 2
>>>>
>>>> Wishlist:
>>>
>> [wishlist deleted]
>>
>>
Duncan> ______________________________________________
Duncan> R-devel@r-project.org mailing list
Duncan> https://stat.ethz.ch/mailman/listinfo/r-devel
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