Berend Hasselman
2019-Feb-06 11:47 UTC
[Rd] nlminb with constraints failing on some platforms
> On 6 Feb 2019, at 10:58, Martin Maechler <maechler at stat.math.ethz.ch> wrote: >.....> --------------------------------------------------------------------------- > > I summarize what has been reported till: > > Failure in these cases > =======> 1. Kasper K ("Scientific Linux", self compiled R, using Intel's MKL > for BLAS/LAPACK) > 2. (By Bill Dunlap): Microsoft R Open (MRO) 3.4.2, also using > MKL with 12 cores > 3. (By Brad Bell) : R 3.5.2 Fedora 28 (x86_64) pkg, OpenBLAS(?) > 4. (by MM) : R 3.5.2 Fedora 28 (x86_64) pkg, BLAS+Lapack = OpenBLAS > > Success > ======> > - (by MM) : R-devel, R 3.5.2 patched on FC28, *self compiled* gcc 8.2, > using R's BLAS/Lapack > - (by Ralf Stubner): R 3.5.2 from Debian Stable (gcc 6.2) + OpenBLAS > - (by Berend H.) : R 3.5.2 [from CRAN] on macOS 10.14.3 (BLAS/Lapack ??)R 3.5.2 from CRAN using R's BLAS/Lapack. Berend ....> It would be great if this could be solved... > > Martin > > > >> I have tried passing in the gradient and turning on the trace and it gives nearly the exact same trace with and without the gradient. > [.......................] > > ______________________________________________ > R-devel at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel
Avraham Adler
2019-Feb-06 12:15 UTC
[Rd] nlminb with constraints failing on some platforms
If it helps, the BLAS I used is compiled to use 6 threads. On Wed, Feb 6, 2019 at 3:47 AM Berend Hasselman <bhh at xs4all.nl> wrote:> > > > On 6 Feb 2019, at 10:58, Martin Maechler <maechler at stat.math.ethz.ch> > wrote: > > > > ..... > > > --------------------------------------------------------------------------- > > > > I summarize what has been reported till: > > > > Failure in these cases > > =======> > 1. Kasper K ("Scientific Linux", self compiled R, using Intel's MKL > > for BLAS/LAPACK) > > 2. (By Bill Dunlap): Microsoft R Open (MRO) 3.4.2, also using > > MKL with 12 cores > > 3. (By Brad Bell) : R 3.5.2 Fedora 28 (x86_64) pkg, OpenBLAS(?) > > 4. (by MM) : R 3.5.2 Fedora 28 (x86_64) pkg, BLAS+Lapack > OpenBLAS > > > > Success > > ======> > > > - (by MM) : R-devel, R 3.5.2 patched on FC28, *self compiled* gcc > 8.2, > > using R's BLAS/Lapack > > - (by Ralf Stubner): R 3.5.2 from Debian Stable (gcc 6.2) + OpenBLAS > > - (by Berend H.) : R 3.5.2 [from CRAN] on macOS 10.14.3 (BLAS/Lapack > ??) > > R 3.5.2 from CRAN using R's BLAS/Lapack. > > Berend > > .... > > > It would be great if this could be solved... > > > > Martin > > > > > > > >> I have tried passing in the gradient and turning on the trace and it > gives nearly the exact same trace with and without the gradient. > > [.......................] > > > > ______________________________________________ > > R-devel at r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-devel > > ______________________________________________ > R-devel at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel >-- Sent from Gmail Mobile [[alternative HTML version deleted]]
It may be worth noting that both Avraham and I are members of the histoRicalg project (https://gitlab.com/nashjc/histoRicalg) that has some modest funding from R-Consortium. The type of concern this nlminb thread raises is why the project was proposed. That is, older codes that may predate IEEE arithmetic and modern programming language processors often were built with a different understanding of how algorithm expressions would be executed. Documenting the resolution of this issue and others like it will be welcome and we will hope to be able to collect such results in a form that may help resolve similar matters in future. Best, JN On 2019-02-06 7:15 a.m., Avraham Adler wrote:> If it helps, the BLAS I used is compiled to use 6 threads. > > On Wed, Feb 6, 2019 at 3:47 AM Berend Hasselman <bhh at xs4all.nl> wrote: > >>> On 6 Feb 2019, at 10:58, Martin Maechler <maechler at stat.math.ethz.ch> >> wrote: >> ..... >> --------------------------------------------------------------------------- >>> I summarize what has been reported till: >>> >>> Failure in these cases >>> =======>>> 1. Kasper K ("Scientific Linux", self compiled R, using Intel's MKL >>> for BLAS/LAPACK) >>> 2. (By Bill Dunlap): Microsoft R Open (MRO) 3.4.2, also using >>> MKL with 12 cores >>> 3. (By Brad Bell) : R 3.5.2 Fedora 28 (x86_64) pkg, OpenBLAS(?) >>> 4. (by MM) : R 3.5.2 Fedora 28 (x86_64) pkg, BLAS+Lapack >> OpenBLAS >>> Success >>> ======>>> >>> - (by MM) : R-devel, R 3.5.2 patched on FC28, *self compiled* gcc >> 8.2, >>> using R's BLAS/Lapack >>> - (by Ralf Stubner): R 3.5.2 from Debian Stable (gcc 6.2) + OpenBLAS >>> - (by Berend H.) : R 3.5.2 [from CRAN] on macOS 10.14.3 (BLAS/Lapack >> ??) >> >> R 3.5.2 from CRAN using R's BLAS/Lapack. >> >> Berend >> >> .... >> >>> It would be great if this could be solved... >>> >>> Martin >>> >>> >>> >>>> I have tried passing in the gradient and turning on the trace and it >> gives nearly the exact same trace with and without the gradient. >>> [.......................] >>> >>> ______________________________________________ >>> R-devel at r-project.org mailing list >>> https://stat.ethz.ch/mailman/listinfo/r-devel >> ______________________________________________ >> R-devel at r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-devel >>