R help - May 2005 - Save parameters from optim during iteration procedure

Dear R-users,
I am going to try to be as clearer as possible, showing also an example.
1) I have a function (in my real case it's much more complex)
2) I use "optim" to minimize
3) I want to use as method L-BFGS-B for several reasons
4) I know I could use "trace=6" (in "control") in order to
see "live"
the procedure
5) I would like to see separately the values of my parameters during
each iteration (what, on the screen, are the values of X)
6) Hence I would need to know the way of asking R to save somewhere the
values of X during the optimization procedure
7) I have already tried to use "write.table" into the function I want
to
minimize (in the example with comments), but it gave me more values that
I would need

Might you know a solution?

EXAMPLE:
###### function
fun <- function(param){
    a <- param[1]
    b <- param[2]
    r <- sqrt(a^2+b^2)
    res <- -10 * sin(r)/r
    #write.table(x=b, file="B.txt", append=TRUE, sep=",",
col.names=FALSE,
    #          row.names=FALSE)
    return(res)
    }

######## optimization procedure
ott <- optim(par=c(-1,1),
      fn =fun,
      method = c("L-BFGS-B"),
      control=c(trace=6)
      )

######### what I would need to save
[...]
X = -0.292893 0.292893
[...]
X = 0.0942275 -0.0942275
[...]
X = -0.00110391 0.00110391
[...]
X = 1.93949e-006 -1.93949e-006
[...]
X = -4.98008e-013 4.98008e-013
[...]



Thanks in advance,
Carlo Giovanni Camarda



Camarda Carlo Giovanni
Max Planck Institute for Demographic Research
Konrad-Zuse-Strasse 1
18057 Rostock, Germany

Tel:  +49 (0)381 2081 172
Fax: +49 (0)381 2081 472
Camarda@demogr.mpg.de




+++++
This mail has been sent through the MPI for Demographic Rese...{{dropped}}

Camarda, Carlo Giovanni wrote:
> Dear R-users,
> I am going to try to be as clearer as possible, showing also an example.
> 1) I have a function (in my real case it's much more complex)
> 2) I use "optim" to minimize
> 3) I want to use as method L-BFGS-B for several reasons
> 4) I know I could use "trace=6" (in "control") in order
to see "live"
> the procedure
> 5) I would like to see separately the values of my parameters during
> each iteration (what, on the screen, are the values of X)
> 6) Hence I would need to know the way of asking R to save somewhere the
> values of X during the optimization procedure
> 7) I have already tried to use "write.table" into the function I
want to
> minimize (in the example with comments), but it gave me more values that
> I would need
> 
> Might you know a solution?
> 
> EXAMPLE:
> ###### function
> fun <- function(param){
>     a <- param[1]
>     b <- param[2]
>     r <- sqrt(a^2+b^2)
>     res <- -10 * sin(r)/r
>     #write.table(x=b, file="B.txt", append=TRUE,
sep=",",
> col.names=FALSE,
>     #          row.names=FALSE)
This way you get each step where the function is *evaluated*, which 
might be much more than each iteration step of the optimization.


>     return(res)
>     }
> 
> ######## optimization procedure
> ott <- optim(par=c(-1,1),
>       fn =fun,
>       method = c("L-BFGS-B"),
>       control=c(trace=6)
>       )

For example, you can sink() temorarily into a file and extract the 
relevant lines (beginning with "X = ") afterwards.

Uwe Ligges


> ######### what I would need to save
> [...]
> X = -0.292893 0.292893
> [...]
> X = 0.0942275 -0.0942275
> [...]
> X = -0.00110391 0.00110391
> [...]
> X = 1.93949e-006 -1.93949e-006
> [...]
> X = -4.98008e-013 4.98008e-013
> [...]
> 
> 
> 
> Thanks in advance,
> Carlo Giovanni Camarda
> 
> 
> 
> Camarda Carlo Giovanni
> Max Planck Institute for Demographic Research
> Konrad-Zuse-Strasse 1
> 18057 Rostock, Germany
> 
> Tel:  +49 (0)381 2081 172
> Fax: +49 (0)381 2081 472
> Camarda at demogr.mpg.de
> 
> 
> 
> 
> +++++
> This mail has been sent through the MPI for Demographic Rese...{{dropped}}
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html