search for: grcount

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2012 Oct 28
0
lbfgsb from C
...ouble *gr, void *ex) { gr[0] = 2*par[0]; gr[1] = 2*par[1]; } int main(void) { int n = 2; int m = 5; double init[] = {2,3}; double lower[] = {-100, -100}; double upper[] = {100, 100}; int nbd[] = {0, 0}; double Fmin; int fail; void *ex = 0; double factr = 1e7; double pgtol = 0; int fncount; int grcount; int maxit = 10; char msg[1000]; int trace = 0; int nREPORT = 10; /* from http://cran.r-project.org/doc/manuals/R-exts.html#Optimization void lbfgsb(int n, int lmm, double *x, double *lower, double *upper, int *nbd, double *Fmin, optimfn fn,...
2012 Jun 08
0
Working with optim in C
...{ for(int i = 0; i < n; i++) { gr[i] = log(par[i]) - log(1-par[i]); } } void Test(SEXP SomeValues) { PROTECT(SomeValues = AS_NUMERIC(SomeValues)); double * CValues = NUMERIC_POINTER(SomeValues); void * optEx, *grEx, *overallEx; int mask = -1, fncount, grcount, failed; double *Fmax, *gradients; int size = sizeof(CValues)/sizeof(double); vmmin(size, CValues, Fmax, optimfn, optimgr, 20, 0, mask, .00001, .000001, 40, overallEx, fncount, grcount, failed); } !~~ END COD...
2008 Mar 07
1
parameters for lbfgsb (function for optimization)
Can anyone help me with lbfgsb (function for optimization)? It takes the following parameters: void lbfgsb (int n, int lmm, double *x, double *lower, double *upper, int *nbd, double *Fmin, optimfn fn, optimgr gr, int *fail, void *ex, double factr, double pgtol, int *fncount, int *grcount, int maxit, char *msg, int trace, int nREPORT); What do I put for parameter ex (11th parameter)? I looked at optim.c codes at R sites and it's a structure that has bunch of objects such as SEXP R_fcall, SEXP R_gcall, SEXP R_env, double* ndeps, etc. I cannot figure out what it is about. How ab...
2008 Oct 03
1
Memory crash
...t below. Can this be an R bug? I suspect it has to do with repeated calls to 'vmmin' like this: for (...){ vmax = vmaxget(); vmmin(*p, b, &Fmin, bfun, bfun_gr, *maxit, *trace, mask, abstol, reltol, nREPORT, ext, &fncount, &grcount, &fail); vmaxset(vmax); ... } but I am only guessing. Any suggestions? Ubuntu 8.04, R-2.7.2. G?ran ------------------------------------------------------------------- > glmmboot(y ~ x, cluster = cluster, data = res$dat, family = binomial, boot = 400) Pro...
2007 Oct 23
0
API for optimization with Simulated annealing
...; +typedef void sagenptry(int, double *, double *, double, void *); void vmmin(int n, double *b, double *Fmin, optimfn fn, optimgr gr, int maxit, int trace, @@ -82,8 +83,8 @@ double *Fmin, optimfn fn, optimgr gr, int *fail, void *ex, double factr, double pgtol, int *fncount, int *grcount, int maxit, char *msg, int trace, int nREPORT); -void samin(int n, double *pb, double *yb, optimfn fn, int maxit, - int tmax, double ti, int trace, void *ex); +void samin(int n, double *pb, double *yb, optimfn fn, sagenptry *new_candidate, + int maxit, int tmax, double ti, int trace,...