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2019 Feb 06
0
nlminb with constraints failing on some platforms
...: https://github.com/xianyi/OpenBLAS/
License : BSD
Description :
: OpenBLAS is an optimized BLAS library based on GotoBLAS2 1.13 BSD
: version. The project is supported by the Lab of Parallel Software and
: Computational Science, ISCAS. http://www.rdcps.ac.cn
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I summarize what has been reported till:
Failure in these cases
========
1. Kasper K ("Scientific Linux", self compiled R, using Intel's MKL
for BLAS/LAPACK)
2. (By Bill Dunlap): Microsoft R Op...
2019 Feb 04
2
nlminb with constraints failing on some platforms
I get the failure message. To be specific:
adcomp.git>R CMD BATCH --quiet test_nlminb.R
adcomp.git>cat test_nlminb.Rout
> 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
[1] FALSE
My system is described by:
adcomp.git>uname