R help - Jul 2004 - constrOptim and function with additional parameters?

How can I use a function with some additional input parameters
in constrOptim? For example, something like

fr <- function(x,a) {   ## Rosenbrock Banana function
  x1 <- x[1]
  x2 <- x[2]
  a * (x2 - x1 * x1)^2 + (1 - x1)^2
}

where the optimum is to be found w.r.t. x. Calling
optim(c(-1.2,1), fr, NULL, a=100) works as expected, but I fail 
to provide the a=100 in the constrained case:
>  constrOptim(c(-1.2,0.9), fr, NULL, ui=rbind(c(-1,0),c(0,-1)),
ci=c(-1,-1),a=100)
Error in f(theta) : Argument "a" is missing, with no default

Is this a bug or is there a different solution that I miss here?

TIA, Marlene

Hi Marlene,

from the on-line help file of `constrOptim' you can see that the
"..."
argument is used for passing extra arguments to the `optim' function
and not in the function being optimized under constraints.

A simple solution would be to pass the value of the extra argument
directly to the function definition e.g., `fr(x, a=100)'. Otherwise
you could create a new version of `constrOptim' that passes the
"..."
to the function being optimized and `optim'

I hope this helps.

Best,
Dimitris

----
Dimitris Rizopoulos
Doctoral Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/16/396887
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat/
     http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm



----- Original Message ----- 
From: "Marlene Mueller" <Marlene.Mueller at gmx.de>
To: <R-help at stat.math.ethz.ch>
Sent: Wednesday, July 14, 2004 2:59 PM
Subject: [R] constrOptim and function with additional parameters?

>
> How can I use a function with some additional input parameters
> in constrOptim? For example, something like
>
> fr <- function(x,a) {   ## Rosenbrock Banana function
>   x1 <- x[1]
>   x2 <- x[2]
>   a * (x2 - x1 * x1)^2 + (1 - x1)^2
> }
>
> where the optimum is to be found w.r.t. x. Calling
> optim(c(-1.2,1), fr, NULL, a=100) works as expected, but I fail
> to provide the a=100 in the constrained case:
>
> >  constrOptim(c(-1.2,0.9), fr, NULL, ui=rbind(c(-1,0),c(0,-1)),
> ci=c(-1,-1),a=100)
> Error in f(theta) : Argument "a" is missing, with no default
>
> Is this a bug or is there a different solution that I miss here?
>
> TIA, Marlene
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html

On Wed, 14 Jul 2004 14:59:01 +0200 (MEST), "Marlene Mueller"
<Marlene.Mueller at gmx.de> wrote :
>How can I use a function with some additional input parameters
>in constrOptim? For example, something like
>
>fr <- function(x,a) {   ## Rosenbrock Banana function
>  x1 <- x[1]
>  x2 <- x[2]
>  a * (x2 - x1 * x1)^2 + (1 - x1)^2
>}
>
>where the optimum is to be found w.r.t. x. Calling
>optim(c(-1.2,1), fr, NULL, a=100) works as expected, but I fail 
>to provide the a=100 in the constrained case:
>
>>  constrOptim(c(-1.2,0.9), fr, NULL, ui=rbind(c(-1,0),c(0,-1)),
>ci=c(-1,-1),a=100)
>Error in f(theta) : Argument "a" is missing, with no default
>
>Is this a bug or is there a different solution that I miss here?
I can't spot why your use of constrOptim isn't working, but you should
be able to workaround it by doing something  like this:

applyDefaults <- function(fn, ...) {
  function(x) fn(x, ...)
}

constrOptim(c(-1.2,0.9), applyDefaults(fr, a=100), NULL,
ui=rbind(c(-1,0),c(0,-1)),ci=c(-1,-1))

The applyDefaults function creates a new function which evaluates the
old one with some of the parameters set to fixed values.

Duncan Murdoch