R devel - Sep 2015 - names treatment in optim()

Dear both,

I have found that names are not treated in the same way in optim() depending on
the optimization method (argument method).

The example below shows the difference between the Brent method and the L-BFGS-B
method.

f <- function(x){ y <- x^2;names(y) <-"f(x)";y}
optim(10, f, method="Brent", lower=-1, upper=10)$value
optim(10, f, method="L-BFGS-B", lower=-1, upper=10)$value

z <- 10
names(z) <- "x"
z
optim(z, f, method="Brent", lower=-1, upper=10)$par
optim(z, f, method="L-BFGS-B", lower=-1, upper=10)$par


Do you obtain the same behavior? would you consider interesting to have the
names passed to the components value and par?

I?m using R version 3.2.2 (2015-08-14)
Platform: x86_64-apple-darwin13.4.0 (64-bit)
Running under: OS X 10.10.5 (Yosemite)

locale:
[1] fr_FR.UTF-8/fr_FR.UTF-8/fr_FR.UTF-8/C/fr_FR.UTF-8/fr_FR.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base   



Kind regards, Christophe

---------------------------------------
Christophe Dutang
LMM, UdM, Le Mans, France
web: http://dutangc.free.fr <http://dutangc.free.fr/>

	[[alternative HTML version deleted]]

Dear list,

A possible patch to correct the treatment of names consists in adding the
following lines

    if(!is.null(names(par))) names(res$par) <- names(par)  
    if(!is.null(names(fn1(par)))) names(res$value) <- names(fn1(par)) 

 just before returning the variable res in optim. That is 

optim <-
    function(par, fn, gr = NULL, ...,
             method = c("Nelder-Mead", "BFGS",
"CG", "L-BFGS-B", "SANN", "Brent"),
             lower = -Inf, upper = Inf,
             control = list(), hessian = FALSE)
{
?

    if (hessian)
        res$hessian <- .External2(C_optimhess, res$par, fn1, gr1, con)
    if(!is.null(names(par))) names(res$par) <- names(par)  
    if(!is.null(names(fn1(par)))) names(res$value) <- names(fn1(par)) 
    res
}

Regards, Christophe

---------------------------------------
Christophe Dutang
LMM, UdM, Le Mans, France
web: http://dutangc.free.fr
> Le 17 sept. 2015 ? 13:04, Christophe Dutang <dutangc at gmail.com> a
?crit :
> 
> Dear both,
> 
> I have found that names are not treated in the same way in optim()
depending on the optimization method (argument method).
> 
> The example below shows the difference between the Brent method and the
L-BFGS-B method.
> 
> f <- function(x){ y <- x^2;names(y) <-"f(x)";y}
> optim(10, f, method="Brent", lower=-1, upper=10)$value
> optim(10, f, method="L-BFGS-B", lower=-1, upper=10)$value
> 
> z <- 10
> names(z) <- "x"
> z
> optim(z, f, method="Brent", lower=-1, upper=10)$par
> optim(z, f, method="L-BFGS-B", lower=-1, upper=10)$par
> 
> 
> Do you obtain the same behavior? would you consider interesting to have the
names passed to the components value and par?
> 
> I?m using R version 3.2.2 (2015-08-14)
> Platform: x86_64-apple-darwin13.4.0 (64-bit)
> Running under: OS X 10.10.5 (Yosemite)
> 
> locale:
> [1] fr_FR.UTF-8/fr_FR.UTF-8/fr_FR.UTF-8/C/fr_FR.UTF-8/fr_FR.UTF-8
> 
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods   base   
> 
> 
> 
> Kind regards, Christophe
> 
> ---------------------------------------
> Christophe Dutang
> LMM, UdM, Le Mans, France
> web: http://dutangc.free.fr
>