Displaying 20 results from an estimated 400 matches similar to: "lbfgsb from C/C++"
2000 Aug 15
1
Defective pointer to tech report (PR#634)
Full_Name: Rod Montgomery
Version: 1.1.0
OS: Windows-95
Submission from: (NULL) (38.26.56.3)
File R-1.1.0/src/appl/lbfgsb.c --
Comment in code says two papers describing underlying math are in
ftp://ece.nwu.edu/pub/lbfgs/lbfgs_bcm/
but that directory seems not to exist.
(Actually, the comment does not give a URL - it just says
to look in that directory on that FTP server.)
Paper [1] does
2013 Oct 09
1
Version of L-BFGS-B used in optim etc
Hi.
I just noticed the paper by Morales and Nocedal
Remark on "Algorithm 778: L-BFGS-B: Fortran Subroutines for Large-Scale
Bound Constrained Optimization". TOMS 2011; 38(1): 7
http://www.ece.northwestern.edu/~morales/PSfiles/acm-remark.pdf
which describes a couple of improvements (speed and accuracy) to the
original Netlib code which AFAICT is that still used by optim()
via f2c.
2016 Oct 08
4
optim(…, method=‘L-BFGS-B’) stops with an error message while violating the lower bound
Hi, Mark et al.:
Thanks, Mark.
Three comments:
1. Rvmmin was one of the methods I tried after Ravi
directed me to optimx. It returned NAs for essentially everything. See
my email of this subject stamped 4:43 PM Central time = 21:43 UTC.
2. It would be interesting to know if the current
algorithm behind optim and optimx with
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
2004 Jun 30
1
AS_NUMERIC and as.numeric - Could someone explain?
Dear List,
I stepped into a strange effect which I can't explain to myself
(probably due to lack of knowledge on R internals).
I have four vectors a,b,c and z of size 10000 each. With these vectors I
call
.Call("hyp2f1forrey", a, b, b, z, PACKAGE = "hyp2f1")
to access
SEXP hyp2f1forrey(SEXP a, SEXP b, SEXP c, SEXP x)
{
int i,n;
double *xa, *xb, *xc, *xx,
2004 Feb 11
1
.Call setAttrib(ans,R_DimSymbol,dim); Crashes.
Hi!
I want to return a matrix.
The code does the R interfacing.
This version does it fine.
SEXP ans,dim;
PROTECT(ans = NEW_NUMERIC(count*2));
memcpy(NUMERIC_POINTER(ans),result,count*sizeof(double));
memcpy(&(NUMERIC_POINTER(ans)[count]),occur,count*sizeof(double));
/** PROTECT(dim=NEW_INTEGER(2));
INTEGER_POINTER(dim)[0]=2;
INTEGER_POINTER(dim)[1]=count;
2010 Jun 15
1
Error when callin g C-Code
Hi
when I call the function below in R, i get the error: Object 'pairlist'
can't be converted to 'double'.
#include <R.h>
#include <Rdefines.h>
#include <Rmath.h>
SEXP CSimPoisson(SEXP lambda, SEXP tgrid, SEXP T2M, SEXP Ni, SEXP NT)
{
double sign, EVar;
double *xlambda, *xtgrid, *xT2M, *xNi, *xNT, *xtau;
SEXP tau;
int ltgrid =0;
int i = 0;
int j = 0;
2012 Oct 28
0
lbfgsb from C
Hi,
I wanted to use R's lbfgsb method for minimization from C. Unfortunately,
my toy examples always crashes (segmentation fault). What's wrong with it?
double eval(int n, double* par, void *ex) {
double result = 0;
for (int i=0; i<n; ++i) {
result += par[i]*par[i];
}
printf("result=%.2f\n", result);
return result;
}
void grad(int n, double *par, double *gr,
2013 Aug 27
1
Error in simulation. NAN
Hi all,
im triyng to implement a bayesian model with R and c++.
I have a strange problem. I can't reproduce the error with a small
script and then i post the original one.
The problem is after the line
for(MCMC_iter2=0;MCMC_iter2<thin;MCMC_iter2++)
For the first 34 iterations all work fine, after, all the simulations
of mu_acc_P return an "nan". If i delete the line
2020 May 04
0
Error in message printed by lbfgsb
Hi
I have a FORTRAN version of the L-BFGS-B algorithm and I was comparing it
to the code in the lbfgsb.c file available at R-4.0.0.tar.gz
Everithing looks the same, except for those two lines that must be printed
by the prn3lb function in case of an error (lines 3559 and 3561 in
lbfgsb.c):
case -5: Rprintf("l(%d) > u(%d). No feasible solution", k, k); break;
case -7:
2010 Aug 13
2
How to compare the effect of a variable across regression models?
Hello,
I would like, if it is possible, to compare the effect of a variable across
regression models. I have looked around but I haven't found anything. Maybe
someone could help? Here is the problem:
I am studying the effect of a variable (age) on an outcome (local recurrence:
lr). I have built 3 models:
- model 1: lr ~ age y = \beta_(a1).age
- model 2: lr ~ age + presentation
2010 Jun 18
3
C interface
Greetings,
I am trying to call simple C-code from R.
I am on Windows XP with RTools installed.
The C-function is
#include <R.h>
#include <Rinternals.h>
#include <Rmath.h>
#include <Rdefines.h>
// prevent name mangling
extern "C" {
SEXP __cdecl test(SEXP s){
SEXP result;
PROTECT(result = NEW_NUMERIC(1));
double* ptr=NUMERIC_POINTER(result);
double t =
2002 Jan 17
2
Solaris 2.6 Compile (PR#1268)
Full_Name: Geordon Marchak
Version: R-1.3.1
OS: Solaris 2.6
Submission from: (NULL) (199.67.239.91)
Got the following error when compiling on Solaris 2.6 with the standard GNU
gcc package (from the Sun site). BTW - linux compiles no problem (and fast
too :-)
# make
`Makedeps' is up to date.
gcc -I. -I../../src/include -I../../src/include -I/usr/local/include
-DHAVE_CONFIG_H -g -O2 -c
2002 May 06
2
compiling on Solaris 7 (PR#1520)
Full_Name: Chris Pelton
Version: R-1.5.0
OS: Solaris &
Submission from: (NULL) (169.237.121.210)
I am unable to compile R-1.5.0, and am getting the following errors with make. I
searched through
the buglist and didn't see anything similar, although I wouldn't doubt if I was
just
using the wrong version of something.
gcc version 3.0.3
gcc -I. -I../../src/include
2010 Jun 18
4
C Interface
Greetings,
I am trying to call simple C-code from R.
I am on Windows XP with RTools installed.
The C-function is
#include <R.h>
#include <Rinternals.h>
#include <Rmath.h>
#include <Rdefines.h>
// prevent name mangling
extern "C" {
SEXP __cdecl test(SEXP s){
SEXP result;
PROTECT(result = NEW_NUMERIC(1));
double* ptr=NUMERIC_POINTER(result);
double t =
2023 Apr 02
0
setulb() from lbfgsb.c not exported
Hello,
It appears that the file ./appl/lbfgsb.c defines setulb() as a static
function, and it is included in optim.c, so setulb() is not exported
by the R library. I have some sofware that uses setulb() directly,
and I would prefer to avoid having to recompile this sofware to
export that function.
Is there any way to get access to setulb(), or must I use
the lower and upper params in optimix?
2016 Oct 10
0
optim(…?=, =?utf-8?Q?method=‘L-BFGS-B’) stops with an error message while violating the lower bound
>>>>> Spencer Graves <spencer.graves at prodsyse.com>
>>>>> on Sat, 8 Oct 2016 18:03:43 -0500 writes:
[.............]
> 2. It would be interesting to know if the
> current algorithm behind optim and optimx with
> method='L-BFGS-B' incorporates Morales and Nocedal (2011)
> 'Remark on ?Algorithm 778:
2013 Jun 16
4
can't install rugarch and nloptr packages in R 3.01 opensuse linux
I can't install rugarch package because installation of nloptr package fails .
I use opensuse 12.3
# uname -a
Linux candide 3.7.10-1.11-desktop #1 SMP PREEMPT Thu May 16 20:27:27 UTC 2013 (adf31bb) x86_64 x86_64 x86_64 GNU/Linux
my gcc version is 4.8.1
I compiled and installed R 3.01 . then I tried to install rugarch package but it fails because it can't install depended package nloptr.
2020 May 04
1
error in message printed by L-BFGS-B
Hi
I have a FORTRAN version of the L-BFGS-B algorithm and I was comparing it
to the code in the lbfgsb.c file available at R-4.0.0.tar.gz
Everithing looks the same, except for those two lines that must be printed
by the prn3lb function in case of an error (lines 3559 and 3561 in
lbfgsb.c):
case -5: Rprintf("l(%d) > u(%d). No feasible solution", k, k); break;
case -7:
2008 Jan 19
1
R_alloc segfaults
I want to write a little stand-alone C program that calls R_alloc, but
I get a segmentation fault:
int main(int argc, char** argv){
double* d = (double *)R_alloc(2, sizeof(double)); // <- segmentation fault!
return 0;
}
gdb reveals that sizeof(double) evaluated to 0:
> R_alloc (nelem=2, eltsize=0) at memory.c:1649
so it results in the segfault later.
This is how I compile my