R help - Nov 2012 - optim & .C / Crashing on run

Hello,

I am attempting to use optim under the default Nelder-Mead algorithm for
model fitting, minimizing a Chi^2 statistic whose value is determined by a
.C call to an external shared library compiled from C & C++ code.

My problem has been that the R session will immediately crash upon starting
the simplex run, without it taking a single step.

This is strange, as the .C call itself works, is error-free (as far as I
can tell!) & does not return NAN or Inf under any initial starting
parameters that I have tested it with in R. It only ever crashes the R
session when the Chi^2 function to be minimized is called from optim, not
under any other circumstances.

In the interests of reproducibility, I attach R code that reads attached
data files & attempts a N-M optim run. The required shared library
containing the external code (compiled in Ubuntu 12.04 x64 with g++ 4.6.3)
is also attached. Calculating an initial Chi^2 value for a starting set of
model parameters works, then the R session crashes when the optim call is
made.

Is there something I'm perhaps doing wrong in the specification of the
optim run? Is it inadvisable to use external code with optim? There doesn't
seem to be a problem with the external code itself, so I'm very stumped as
to the source of the crashes.

That is a symptom of the C/C++ code doing
something like using memory beyond the proper
range.  It's entirely possible to have crashes
in some contexts but not others.

If you can run the C code under valgrind,
that would be the easiest way to find the
problem.

Pat

On 03/11/2012 18:15, Paul Browne wrote:
> Hello,
>
> I am attempting to use optim under the default Nelder-Mead algorithm for
> model fitting, minimizing a Chi^2 statistic whose value is determined by a
> .C call to an external shared library compiled from C & C++ code.
>
> My problem has been that the R session will immediately crash upon starting
> the simplex run, without it taking a single step.
>
> This is strange, as the .C call itself works, is error-free (as far as I
> can tell!) & does not return NAN or Inf under any initial starting
> parameters that I have tested it with in R. It only ever crashes the R
> session when the Chi^2 function to be minimized is called from optim, not
> under any other circumstances.
>
> In the interests of reproducibility, I attach R code that reads attached
> data files & attempts a N-M optim run. The required shared library
> containing the external code (compiled in Ubuntu 12.04 x64 with g++ 4.6.3)
> is also attached. Calculating an initial Chi^2 value for a starting set of
> model parameters works, then the R session crashes when the optim call is
> made.
>
> Is there something I'm perhaps doing wrong in the specification of the
> optim run? Is it inadvisable to use external code with optim? There
doesn't
> seem to be a problem with the external code itself, so I'm very stumped
as
> to the source of the crashes.
>
>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
-- 
Patrick Burns
pburns at pburns.seanet.com
twitter: @portfolioprobe
http://www.portfolioprobe.com/blog
http://www.burns-stat.com
(home of 'Some hints for the R beginner'
and 'The R Inferno')

You might also want to try the Nelder-Mead algorithm, nmk(), in the
"dfoptim" package.  It is a better algorithm than the Nelder-Mead in
optim.  It is all R code, so you might be able to modify it to fit your needs.

Ravi

Ravi Varadhan, Ph.D.
Assistant Professor
The Center on Aging and Health
Division of Geriatric Medicine & Gerontology
Johns Hopkins University
rvaradhan@jhmi.edu<mailto:rvaradhan@jhmi.edu>
410-502-2619


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