search for: optimfn

Dear list, I was trying to use the R API for optimization method "Simulated annealing" void samin(int n, double *x, double *Fmin, optimfn fn, int maxit, int tmax, double temp, int trace, void *ex); but I encountered the following problem: The implementation of the function samin (as seen in src/main/optim.c) passes its void * argument "ex" into the function genptry (implemented in the same source file) and t...

I've searched to find examples of how to work with the C versions of optim. I've separated out the function just to test on it alone, and currently I'm attempting to use fmmin as follows: !~~CODE ~~! double optimfn(int n, double *par, void *ex) { double * lambda = (double*)malloc(sizeof(double)*n); double sum = 0; for(int i =0; i < n; i++) { lambda[i] = (1+tanh(par[i]/2.0))/2.0; } for(int i = 0; i < n; i++) { sum += (par[i]*log(lambda[i]) + (1-par[i]*log(1-lambda[i])));...

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,...

Hello: I am sure this question was dealt with several years ago. Is the function vmmin() available from Rmath Standalone? If not is it possible to call optim() or nlm() from Rmath in C. Thank you. Mervyn

...l, I have been trying to use R's optimization routines from C and I have some questions. Specifically, I am testing the usage of nmmin which performs Nelder-Mead optimization in order to learn how to do the above exercise. I understand from the notes in Chapter 5 that the declaration for both optimfn as well as nmmin are included in the header file R_ext/Applic.h so I have included that. Is there anything else (definitions, etc) that needs to be provided in the preprocessor directive? While linking, it appears that nmmin is in libR.so, so I guess I should include that library when I compile t...

...ol = 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, double pgtol, int *fncount, int *grcount, int maxit, char *msg, int trace, int nREPORT); */ lbfgsb(n, m, init, lower, upper, nbd, &Fmin, &eval, &grad, &fail, ex, fac...