search for: kkristensen19nlminb

Displaying 3 results from an estimated 3 matches for "kkristensen19nlminb".

2019 Jan 31
1
nlminb with constraints failing on some platforms
...> the source of the problem is uncovered. > > FWIW, the problem seems fairly straightforward for most optimizers at my > disposal in the R-forge (developmental) version of the optimx package at > https://r-forge.r-project.org/projects/optimizer/ > > I used the code > > ## KKristensen19nlminb.R > 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$objective - f(xhat) ) < 1e-4 ## Must be TRUE > opt > library(optimx) > optx <- opm(rep(0,10), f, lower=-1, upper=3, meth...
2019 Jan 31
0
nlminb with constraints failing on some platforms
...may provide a temporary workaround until the source of the problem is uncovered. FWIW, the problem seems fairly straightforward for most optimizers at my disposal in the R-forge (developmental) version of the optimx package at https://r-forge.r-project.org/projects/optimizer/ I used the code ## KKristensen19nlminb.R f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 ) opt <- nlminb(rep(0, 10), f, lower=-1, upper=3) xhat <- rep(1, 10) abs( opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE opt library(optimx) optx <- opm(rep(0,10), f, lower=-1, upper=3, method="ALL") summary(optx, o...
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