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2019 Feb 06
0
nlminb with constraints failing on some platforms
...e does use (very little, I think) BLAS, but
no Lapack routines.
Still, I don't have much further clues, currently I think.
The only "failure" case, where R was 'self compiled' has been by
Kasper where he even found out that he could solve the problem
by using different F77 SAFE_FLAGS, and indeed these *are* used
when compiling <Rsource>/src/library/stats/portsrc.f ...
It would be great if this could be solved...
Martin
> I have tried passing in the gradient and turning on the trace and it gives nearly the exact same trace with and without the gradient.
[...
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