search for: nreport

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2008 Mar 16
1
optim: why is REPORT not used in SANN?
Hello, I wonder why the control parameter REPORT is not supported by method SANN. Looking into optim.c I found an internal constant: #define STEPS 100 ... and decreasing this to 10 helped me fine-tuning the annealing parameters in an actual problem. Is there any reason why not passing nREPORT to samin and setting something like: STEPS = nREPORT / tmax Thomas P. -- Thomas Petzoldt Technische Universitaet Dresden Institut fuer Hydrobiologie thomas.petzoldt at tu-dresden.de 01062 Dresden http://tu-dresden.de/hydrobiologie/ GERMANY
2012 Oct 28
0
lbfgsb from C
...]; } 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, optimgr gr, int *fail, void *ex, double factr,...
2008 Mar 07
1
parameters for lbfgsb (function for optimization)
...b (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 about fncount, rcount? R-ext.pdf or R help does...
2009 Feb 24
2
Tracing gradient during optimization
Hi everyone, I am currently using the function optim() to maximize/minimize functions and I would like to see more output of the optimization procedure, in particular the numerical gradient of the parameter vector during each iteration. The documentation of optim() describes that the trace parameter should allow one to trace the progress of the optimization. I use the following command:
2008 Oct 03
1
Memory crash
...ions the error might be. I give the output 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$...
2007 Oct 23
0
API for optimization with Simulated annealing
...ouble, 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, void *ex); --- R-devel_2007-10-22/src/main/optim...