Displaying 4 results from an estimated 4 matches for "optimgr".
Did you mean:
optimal
2012 Jun 08
0
Working with optim in C
...{
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]))); }
return sum;
}
void optimgr(int n, double *par, double *gr, void *ex)
{
for(int i = 0; i < n; i++) { gr[i] = log(par[i]) - log(1-par[i]); }
}
void Test(SEXP SomeValues)
{
PROTECT(SomeValues = AS_NUMERIC(SomeValues));
double * CValues = NUMERIC_POINTER(SomeValues);
void * optEx, *grEx, *...
2007 Oct 23
0
API for optimization with Simulated annealing
...rak
And here is the patch:
--- R-devel_2007-10-22/src/include/R_ext/Applic.h 2007-08-31 17:53:41.000000000 +0200
+++ R-devel_my_source/src/include/R_ext/Applic.h 2007-10-23 23:02:43.397529120 +0200
@@ -65,6 +65,7 @@
/* main/optim.c */
typedef double optimfn(int, double *, void *);
typedef void optimgr(int, double *, double *, void *);
+typedef void sagenptry(int, double *, double *, double, 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,...
2008 Mar 07
1
parameters for lbfgsb (function for optimization)
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, SEXP R_gca...
2012 Oct 28
0
lbfgsb from C
...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,
factr, pgtol, &fncount, &grco...