search for: lbfgsb

Hi, I would like to call R's lbfgsb function from my C/C++ code by including R_ext/Applic.h and linking against libR. Currently, I am allocating memory for x (and the other input arrays for lbfgsb) in my C/C++ code via malloc/new. However, this gives a segmentation fault when executing the program. I tried to allocate x via PROTECT(x...

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 n...

Hi, I wanted to use R's lbfgsb method for minimization from C. Unfortunately, my toy examples always crashes (segmentation fault). What's wrong with it? double eval(int n, double* par, void *ex) { double result = 0; for (int i=0; i<n; ++i) { result += par[i]*par[i]; } printf("result=%.2f\n", result)...

Hi I have a FORTRAN version of the L-BFGS-B algorithm and I was comparing it to the code in the lbfgsb.c file available at R-4.0.0.tar.gz Everithing looks the same, except for those two lines that must be printed by the prn3lb function in case of an error (lines 3559 and 3561 in lbfgsb.c): case -5: Rprintf("l(%d) > u(%d). No feasible solution", k, k); break; case -7: Rprintf("W...

...) Got the following error when compiling on Solaris 2.6 with the standard GNU gcc package (from the Sun site). BTW - linux compiles no problem (and fast too :-) # make `Makedeps' is up to date. gcc -I. -I../../src/include -I../../src/include -I/usr/local/include -DHAVE_CONFIG_H -g -O2 -c lbfgsb.c -o lbfgsb.o /usr/ccs/bin/as: "/var/tmp/cccbNfee.s", line 12959: error: unknown opcode ".subsection" /usr/ccs/bin/as: "/var/tmp/cccbNfee.s", line 12959: error: statement syntax /usr/ccs/bin/as: "/var/tmp/cccbNfee.s", line 12971: error: unknown opcode "....

Hello, It appears that the file ./appl/lbfgsb.c defines setulb() as a static function, and it is included in optim.c, so setulb() is not exported by the R library. I have some sofware that uses setulb() directly, and I would prefer to avoid having to recompile this sofware to export that function. Is there any way to get access to setulb(), o...

...e following errors with make. I searched through the buglist and didn't see anything similar, although I wouldn't doubt if I was just using the wrong version of something. gcc version 3.0.3 gcc -I. -I../../src/include -I../../src/include -I/usr/local/include -DHAVE_CONFIG_H -g -O2 -c lbfgsb.c -o lbfgsb.o /usr/ccs/bin/as: "/var/tmp/ccBVo80F.s", line 12970: error: unknown opcode ".subsection" /usr/ccs/bin/as: "/var/tmp/ccBVo80F.s", line 12970: error: statement syntax /usr/ccs/bin/as: "/var/tmp/ccBVo80F.s", line 12982: error: unknown opcode "....

...c G4 OSX, AMD Opteron Linux SUSE 9.0, Intel P4 Suse 9.0, P4 Windows XP Prof), only with different i. The non-deterministic behaviour made us recompile R with debug options and use valgrind for memory-leak checking. The result was horrible. We are now in the process of going through the f2c code of lbfgsb.c. The problem seems to be a access violation of wn1 at run time. Cheers Hans +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ for (i in 1:1000) { set.seed(0,NULL) cat(i,"\n") pvec<-c(19,1,1,5,5,6,4,6,15,7,15,2,16,2,5,6,25,1,3,1,5,3,5,5,20,...

Full_Name: Rod Montgomery Version: 1.1.0 OS: Windows-95 Submission from: (NULL) (38.26.56.3) File R-1.1.0/src/appl/lbfgsb.c -- Comment in code says two papers describing underlying math are in ftp://ece.nwu.edu/pub/lbfgs/lbfgs_bcm/ but that directory seems not to exist. (Actually, the comment does not give a URL - it just says to look in that directory on that FTP server.) Paper [1] does exist in ftp://ece.nwu.ed...

Hi I have a FORTRAN version of the L-BFGS-B algorithm and I was comparing it to the code in the lbfgsb.c file available at R-4.0.0.tar.gz Everithing looks the same, except for those two lines that must be printed by the prn3lb function in case of an error (lines 3559 and 3561 in lbfgsb.c): case -5: Rprintf("l(%d) > u(%d). No feasible solution", k, k); break; case -7: Rprintf("W...

...-g -c main.c -o main.o $ gcc -std=gnu99 -Wl,--export-dynamic [lots of R .o and .a files] -lreadline -lncurses -ldl -lm What could cause this strange memory problem? Is the compile command wrong/ I'd be happy to just call malloc instead of R_alloc, but what I actually want to do is to call lbfgsb (see optim.c), and that uses R_alloc. When I do call lbfgsb from my stand-alone C program, its R_alloc call is evaluated with these arguments > R_alloc (nelem=1, eltsize=-1073870176) at memory.c:1649 and I get a segfault again. When I modify the original optim.c to use malloc instead of R_alloc,...

Hi, Mark et al.: Thanks, Mark. Three comments: 1. Rvmmin was one of the methods I tried after Ravi directed me to optimx. It returned NAs for essentially everything. See my email of this subject stamped 4:43 PM Central time = 21:43 UTC. 2. It would be interesting to know if the current algorithm behind optim and optimx with

...CLOSE TO ZERO. IT IS INCLUDED FOR PEDAGOGICAL REASONS AND SHOULD BE THE LAST CHOICE FOR MOST MODELS AND DATA SETS. I browsed some literature about the garchfit function, but I did not see the "Trust-Region" algorithm there either: algorithm = c("sqp", "nlminb", "lbfgsb", "nlminb+nm", "lbfgsb+nm"), control = list(), title = NULL, description = NULL, ...) Thank you for your attention. I am looking forward to your reply. Regards, Martin ----------------------------------------------------------------- vbox7.com - ??????? ????? ???????!

...r, make two remarks, the 2nd one about the "machine epsilon" used, and I can assure you that R's optim() version never suffered from that; we've always been using a C translation of the fortran code, and then used DBL_EPSILON. R's (main) source file for that is in .../src/appl/lbfgsb.c, e.g., here https://svn.r-project.org/R/trunk/src/appl/lbfgsb.c OTOH, their remark 1 is very relevant and promising faster / more reliable convergence. I'd be "happy" if optim() could gain a new option, say, "L-BFGS-B-2011" which would incorporate what they call "mo...

...r/local/sparc-sun-solaris 2.6/lib -L/usr/ccs/bin -L/usr/ccs/lib -L/usr/local/lib -lm -L/usr/local/lib -l z -lnsl -lsocket -lreadline -ldl -ltermcap -lm Undefined first referenced symbol in file dscal_ ../appl/libappl.a(lbfgsb.o) drot_ ../appl/libappl.a(dsvdc.o) daxpy_ ../appl/libappl.a(lbfgsb.o) ddot_ ../appl/libappl.a(lbfgsb.o) dswap_ ../appl/libappl.a(dqrdc.o) dnrm2_ ../app...

...GNU make): ---------------------------------------------------------------------------- ---- ... make[3]: Entering directory `/home/ppp/paradis/R/R-1.0.1/src/appl' cr libappl.a Rsock.o S_compat.o approx.o bakslv.o binning.o chisqsim.o chull.o c poly.o cumsum.o distance.o fft.o fmin.o fortran.o lbfgsb.o loglin.o lowess.o mac har.o massdist.o pretty.o pythag.o rowsum.o sock.o splines.o stem.o strsignif.o tabulate.o uncmin.o zeroin.o ch2inv.o chol.o dpbfa.o dpbsl.o dpoco.o dpodi.o dpo fa.o dposl.o dqrdc.o dqrdc2.o dqrls.o dqrsl.o dqrutl.o dsvdc.o dtrco.o dtrsl.o e igen.o lminfl.o blas.o make[3]: c...

I give up. Maybe it is my search (Windows) but I cannot seem to find the definition of the F77_CALL or F77_NAME macros. Either there are too many matches or the search just doesn't find it. For example where is the source for: F77_CALL(dpotri) ? Thank you. Kevin

...can see. Given that it was originally in Fortran, and Fortran often does zero it seems a likely symptom, but it does mean that a variable is being used uninitialized somewhere in the code (converted to C). It would be better to leave vect alone and to zero the workspace with a memset call in lbfgsb. (Incidentally, I don't know why S_alloc does not use memset -- we do require standard C and use in seeral other places.) -- Brian D. Ripley, could be relevant to my case. The question is: How can I zero the workspace with a memset call in lbfgsb? I have read the Rhelp for windows and...

I am trying to use the R API to call optim functions (nmmin, vmmin, lbfgsb, etc.) through a C program but I couldn't find the shared library to link under the R-2.6.0 build which is compiled under Linux (REL5). main.cpp:35: undefined reference to `Rf_initEmbeddedR(int, char**)' main.cpp:41: undefined reference to `nmmin' Thanks in advance for any help. ----...

.......] g77 -mieee -g -O2 -c dtrco.f -o dtrco.o g77 -mieee -g -O2 -c dtrsl.f -o dtrsl.o g77 -mieee -g -O2 -c eigen.f -o eigen.o g77 -mieee -g -O2 -c lminfl.f -o lminfl.o ar cr libappl.a Rsock.o approx.o bakslv.o binning.o chisqsim.o chull.o cpoly.o cumsum.o distance.o fft.o fmin.o fortran.o lbfgsb.o loglin.o lowess.o machar.o maxcol.o massdist.o pretty.o rowsum.o sock.o splines.o stem.o strsignif.o tabulate.o uncmin.o zeroin.o ch2inv.o chol.o dpbfa.o dpbsl.o dpoco.o dpodi.o dpofa.o dposl.o dqrdc.o dqrdc2.o dqrls.o dqrsl.o dqrutl.o dsvdc.o dtrco.o dtrsl.o eigen.o lminfl.o ranlib l...