Dear all,
when using optim() for a function that uses the parent environment, I
see the following unexpected behavior:
makeFn <- function(){
xx <- ret <- NA
fn <- function(x){
if(!is.na(xx) && x==xx){
cat("x=", xx, ", ret=", ret, " (memory)", fill=TRUE, sep="")
return(ret)
}
xx <<- x; ret <<- sum(x^2)
cat("x=", xx, ", ret=", ret, " (calculate)", fill=TRUE, sep="")
ret
}
fn
}
fn <- makeFn()
optim(par=10, fn=fn, method="L-BFGS-B")
# x=10, ret=100 (calculate)
# x=10.001, ret=100.02 (calculate)
# x=9.999, ret=100.02 (memory)
# $par
# [1] 10
#
# $value
# [1] 100
# (...)
I would expect that optim() does more than 3 function evaluations and
that the optimization converges to 0.
Same problem with optim(par=10, fn=fn, method="BFGS").
Any ideas?
See also my related post:
https://stackoverflow.com/questions/53826521/r-optim-unexpected-behavior-when-working-with-parent-environments
platform x86_64-pc-linux-gnu
arch x86_64
os linux-gnu
system x86_64, linux-gnu
status
major 3
minor 6.0
year 2019
month 04
day 26
svn rev 76424
language R
version.string R version 3.6.0 (2019-04-26)
nickname Planting of a Tree
Best,
Florian
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