Displaying 3 results from an estimated 3 matches for "optxn".
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2019 Jan 31
1
nlminb with constraints failing on some platforms
...4 ## Must be TRUE
> opt
> library(optimx)
> optx <- opm(rep(0,10), f, lower=-1, upper=3, method="ALL")
> summary(optx, order=value)
> optxc <- opm(rep(0,10), f, gr="grcentral", lower=-1, upper=3, method="ALL")
> summary(optxc, order=value)
> optxn <- opm(rep(0,10), f, gr="grnd", lower=-1, upper=3, method="ALL")
> summary(optxn, order=value)
>
> It should not be too difficult to actually supply the gradient, which
> would give speedier and more reliable outcomes.
>
>
> JN
>
>
>
> On 2019...
2019 Jan 31
0
nlminb with constraints failing on some platforms
...opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE
opt
library(optimx)
optx <- opm(rep(0,10), f, lower=-1, upper=3, method="ALL")
summary(optx, order=value)
optxc <- opm(rep(0,10), f, gr="grcentral", lower=-1, upper=3, method="ALL")
summary(optxc, order=value)
optxn <- opm(rep(0,10), f, gr="grnd", lower=-1, upper=3, method="ALL")
summary(optxn, order=value)
It should not be too difficult to actually supply the gradient, which
would give speedier and more reliable outcomes.
JN
On 2019-01-28 3:56 a.m., Kasper Kristensen via R-devel w...
2019 Jan 28
8
nlminb with constraints failing on some platforms
I've noticed unstable behavior of nlminb on some Linux systems. The problem can be reproduced by compiling R-3.5.2 using gcc-8.2 and running the following snippet:
f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 )
opt <- nlminb(rep(0, 10), f, lower=-1, upper=3)
xhat <- rep(1, 10)
abs( opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE
The example works perfectly when