Prof Nash, Prof Galanos Is it possible to use a generic code stub in front of packages that use optimx to improve optimx use or curtail it according to the requirements?
Best Regards Amit +91 7899381263 ________________________________________________________________________ Please request Skype as available 5th Year FPM (Ph.D.) in Finance and Accounting Area Indian Institute of Management, Lucknow, (U.P.) 226013 India http://bit.ly/2A2PhD AEA Job profile : http://bit.ly/AEAamit FMA 2 page profile : http://bit.ly/FMApdf2p SSRN top10% downloaded since July 2017: http://ssrn.com/author=2665511 ________________________________________________________________________ On Thu, Jan 31, 2019 at 7:22 PM ProfJCNash <profjcn...@gmail.com> wrote: > This is not about the failure on some platforms, which is an important > issue. However, what is below may provide a temporary workaround until > the source of the problem is uncovered. > > FWIW, the problem seems fairly straightforward for most optimizers at my > disposal in the R-forge (developmental) version of the optimx package at > https://r-forge.r-project.org/projects/optimizer/ > > I used the code > > ## KKristensen19nlminb.R > f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 ) > opt <- nlminb(rep(0, 10), f, lower=-1, upper=3) > xhat <- rep(1, 10) > abs( opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE > opt > library(optimx) > optx <- opm(rep(0,10), f, lower=-1, upper=3, method="ALL") > summary(optx, order=value) > optxc <- opm(rep(0,10), f, gr="grcentral", lower=-1, upper=3, method="ALL") > summary(optxc, order=value) > optxn <- opm(rep(0,10), f, gr="grnd", lower=-1, upper=3, method="ALL") > summary(optxn, order=value) > > It should not be too difficult to actually supply the gradient, which > would give speedier and more reliable outcomes. > > > JN > > > > On 2019-01-28 3:56 a.m., Kasper Kristensen via R-devel wrote: > > I've noticed unstable behavior of nlminb on some Linux systems. The > problem can be reproduced by compiling R-3.5.2 using gcc-8.2 and running > the following snippet: > > > > f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 ) > > opt <- nlminb(rep(0, 10), f, lower=-1, upper=3) > > xhat <- rep(1, 10) > > abs( opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE > > > > The example works perfectly when removing the bounds. However, when > bounds are added the snippet returns 'FALSE'. > > > > An older R version (3.4.4), compiled using the same gcc-8.2, did not > have the problem. Between the two versions R has changed the flags to > compile Fortran sources: > > > > < SAFE_FFLAGS = -O2 -fomit-frame-pointer -ffloat-store > > --- > >> SAFE_FFLAGS = -O2 -fomit-frame-pointer -msse2 -mfpmath=sse > > > > Reverting to the old SAFE_FFLAGS 'solves' the problem. > > > >> sessionInfo() > > R version 3.5.2 (2018-12-20) > > Platform: x86_64-pc-linux-gnu (64-bit) > > Running under: Scientific Linux release 6.4 (Carbon) > > > > Matrix products: default > > BLAS/LAPACK: > /zdata/groups/nfsopt/intel/2018update3/compilers_and_libraries_2018.3.222/linux/mkl/lib/intel64_lin/libmkl_gf_lp64.so > > > > locale: > > [1] C > > > > attached base packages: > > [1] stats graphics grDevices utils datasets methods base > > > > loaded via a namespace (and not attached): > > [1] compiler_3.5.2 > > > > > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-devel@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-devel > > ______________________________________________ > R-devel@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel > [[alternative HTML version deleted]] ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
