search for: grnd

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2019 Jan 31
1
nlminb with constraints failing on some platforms
...y(optimx) > optx <- opm(rep(0,10), f, lower=-1, upper=3, method="ALL") > summary(optx, order=value) > optxc <- opm(rep(0,10), f, gr="grcentral", lower=-1, upper=3, method="ALL") > summary(optxc, order=value) > optxn <- opm(rep(0,10), f, gr="grnd", lower=-1, upper=3, method="ALL") > summary(optxn, order=value) > > It should not be too difficult to actually supply the gradient, which > would give speedier and more reliable outcomes. > > > JN > > > > On 2019-01-28 3:56 a.m., Kasper Kristensen vi...
2019 Jan 31
0
nlminb with constraints failing on some platforms
...# Must be TRUE opt library(optimx) optx <- opm(rep(0,10), f, lower=-1, upper=3, method="ALL") summary(optx, order=value) optxc <- opm(rep(0,10), f, gr="grcentral", lower=-1, upper=3, method="ALL") summary(optxc, order=value) optxn <- opm(rep(0,10), f, gr="grnd", lower=-1, upper=3, method="ALL") summary(optxn, order=value) It should not be too difficult to actually supply the gradient, which would give speedier and more reliable outcomes. JN On 2019-01-28 3:56 a.m., Kasper Kristensen via R-devel wrote: > I've noticed unstable b...
2019 Jan 28
8
nlminb with constraints failing on some platforms
I've noticed unstable behavior of nlminb on some Linux systems. The problem can be reproduced by compiling R-3.5.2 using gcc-8.2 and running the following snippet: f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 ) opt <- nlminb(rep(0, 10), f, lower=-1, upper=3) xhat <- rep(1, 10) abs( opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE The example works perfectly when