R help - Oct 2003 - constrOptim doesn´t send arguments to optim!(?)

Hi,

I think that there something wrong with the 'constrOptim'
max/minimization
function because she doesn?t send extra arguments to 'optim' call.

Fact: When I use optim in a f(x,theta)-like function, everything goes ok.
But using constrOptim with the same function leads to error...

Proof: Make a small change in the 'Rosenbrock Banana function' (taken
from
the Examples section of those help pages) adding extra (useless)
parameters:

fr <- function(x,extra1,extra2) {   ## Rosenbrock Banana function
    x1 <- x[1]
    x2 <- x[2]
    extra1*extra2*100 * (x2 - x1 * x1)^2 + (1 - x1)^2
}
grr <- function(x,extra1,extra2) { ## Gradient of 'fr'
    x1 <- x[1]
    x2 <- x[2]
    extra1*extra2*c(-400 * x1 * (x2 - x1 * x1) - 2 * (1 - x1),
       200 *      (x2 - x1 * x1))
}


now, call it:

optim(c(-1.2,1), fr, grr, extra1=c(1,2), extra2=c(3,4))

ok!

but now:

constrOptim(c(-1.2,0.9), fr, grr, ui=rbind(c(-1,0),c(0,-1)), ci=c(-1,-1),
extra1=c(1,2), extra2=c(3,4) )

return the error:

Error in f(theta) : Argument "extra1" is missing, with no default

But in 'constrOptim' help page says:

...: Other arguments passed to `optim'

And in 'optim' help page says:

...: Further arguments to be passed to `fn' and `gr'.


My guess is that when 'constrOptim' calls 'optim' she doen?t
send the
extra arguments to correct evaluation of functions non-f(x)-like such as
f(x,theta)-like.

But whow I (we?) can fix it ? Any ideas ?

I'm not sure this is necessarily a bug in constrOptim.  I think the 
problem is that while `...' is in fact passed to optim(), the objective 
function is evaluated in constrOptim a few times before optim() is 
called and `...' is not passed in those cases.

The easiest way to make this problem go away is use lexical scoping.  
For example:

make.fr <- function(extra1, extra2) {
    function(x) {
       x1 <- x[1]
       x2 <- x[2]
       extra1 * extra2 * 100 * (x2-x1 * x1)^2 + (1-x1)^2
    }
}

And then in R
>  f <- make.fr(c(1,2), c(3,4))
Then call constrOptim using this new f().  You don't have to worry about 
passing extra parameters now.

-roger

Ricardo Zorzetto Nicoliello Vencio wrote:
>Hi,
>
>I think that there something wrong with the 'constrOptim'
max/minimization
>function because she doesn?t send extra arguments to 'optim' call.
>
>Fact: When I use optim in a f(x,theta)-like function, everything goes ok.
>But using constrOptim with the same function leads to error...
>
>Proof: Make a small change in the 'Rosenbrock Banana function'
(taken from
>the Examples section of those help pages) adding extra (useless)
>parameters:
>
>fr <- function(x,extra1,extra2) {   ## Rosenbrock Banana function
>    x1 <- x[1]
>    x2 <- x[2]
>    extra1*extra2*100 * (x2 - x1 * x1)^2 + (1 - x1)^2
>}
>grr <- function(x,extra1,extra2) { ## Gradient of 'fr'
>    x1 <- x[1]
>    x2 <- x[2]
>    extra1*extra2*c(-400 * x1 * (x2 - x1 * x1) - 2 * (1 - x1),
>       200 *      (x2 - x1 * x1))
>}
>
>
>now, call it:
>
>optim(c(-1.2,1), fr, grr, extra1=c(1,2), extra2=c(3,4))
>
>ok!
>
>but now:
>
>constrOptim(c(-1.2,0.9), fr, grr, ui=rbind(c(-1,0),c(0,-1)), ci=c(-1,-1),
>extra1=c(1,2), extra2=c(3,4) )
>
>return the error:
>
>Error in f(theta) : Argument "extra1" is missing, with no default
>
>But in 'constrOptim' help page says:
>
>...: Other arguments passed to `optim'
>
>And in 'optim' help page says:
>
>...: Further arguments to be passed to `fn' and `gr'.
>
>
>My guess is that when 'constrOptim' calls 'optim' she doen?t
send the
>extra arguments to correct evaluation of functions non-f(x)-like such as
>f(x,theta)-like.
>
>But whow I (we?) can fix it ? Any ideas ?
>
>______________________________________________
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>
>  
>