similar to: parameters for lbfgsb (function for optimization)

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,

Dear list, I was trying to use the R API for optimization method "Simulated annealing" void samin(int n, double *x, double *Fmin, optimfn fn, int maxit, int tmax, double temp, int trace, void *ex); but I encountered the following problem: The implementation of the function samin (as seen in src/main/optim.c) passes its void * argument "ex" into the function

I've searched to find examples of how to work with the C versions of optim. I've separated out the function just to test on it alone, and currently I'm attempting to use fmmin as follows: !~~CODE ~~! double optimfn(int n, double *par, void *ex) { double * lambda = (double*)malloc(sizeof(double)*n); double sum = 0; for(int i =0; i < n; i++) { lambda[i] =

I am trying to use the R API to call optim functions (nmmin, vmmin, lbfgsb, etc.) through a C program but I couldn't find the shared library to link under the R-2.6.0 build which is compiled under Linux (REL5). main.cpp:35: undefined reference to `Rf_initEmbeddedR(int, char**)' main.cpp:41: undefined reference to `nmmin' Thanks in advance for any help. ------------------------

Hello, I get a segfault when running glmmboot in my own package glmmML. Has happened many time before, but this time I get no hint of where in my C functions the error might be. I give the output below. Can this be an R bug? I suspect it has to do with repeated calls to 'vmmin' like this: for (...){ vmax = vmaxget(); vmmin(*p, b, &Fmin, bfun,

Hi, I would like to call R's lbfgsb function from my C/C++ code by including R_ext/Applic.h and linking against libR. Currently, I am allocating memory for x (and the other input arrays for lbfgsb) in my C/C++ code via malloc/new. However, this gives a segmentation fault when executing the program. I tried to allocate x via PROTECT(x = NEW_NUMERIC(n)); x_p = NUMERIC_POINTER(x);. This compiles

Hi, I'm trying to get a toy program making use of nmmin to run successfully. I've gotten to the point of compiling. However, when I attempt to run my executable, I guess a bus error. I see that someone else has asked about using nmmin before <http://tolstoy.newcastle.edu.au/R/help/06/03/23944.html>, but I haven't come across any replies. Is there some documentation on how to

Hi, I have read R's Writing Extensions manual and am still confused about how to use some of the routines there when I call from C. Specifically, I am writing a little test function which I will optimize using the nmmin function which underlies R's optim() with Nelder-Mead. I guess I wonder what library/header files I should be using. I was using R_ext/Applic.h and linking with libR but I

Hi I've noted a minor inconsistency in the documentation: Current R-exts reads s = PROTECT_WITH_INDEX(eval(OS->R_fcall, OS->R_env), &ipx); but I believe it has to be PROTECT_WITH_INDEX(s = eval(OS->R_fcall, OS->R_env), &ipx); because PROTECT_WITH_INDEX() returns void. Best regards Kirill

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:

I'm preparing some code to compute the optimal geometry of stressed solids. The core of the calculations is the optimization of elastic energy using the simulated annealing method implemented in the R optim() rutine. I've defined a function to compute this "energy" scalar (the fn parameter for optim) and prepared a list with the arrays defining the geometry and the elastic

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?

On 06.06.2017 10:07, Martin Maechler wrote: >>>>>> Kirill M?ller <kirill.mueller at ivt.baug.ethz.ch> >>>>>> on Mon, 5 Jun 2017 17:30:20 +0200 writes: > > Hi I've noted a minor inconsistency in the documentation: > > Current R-exts reads > > > s = PROTECT_WITH_INDEX(eval(OS->R_fcall, OS->R_env), &ipx);

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

>>>>> Kirill M?ller <kirill.mueller at ivt.baug.ethz.ch> >>>>> on Thu, 8 Jun 2017 12:55:26 +0200 writes: > On 06.06.2017 22:14, Kirill M?ller wrote: >> >> >> On 06.06.2017 10:07, Martin Maechler wrote: >>>>>>>> Kirill M?ller <kirill.mueller at ivt.baug.ethz.ch> on

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

Full_Name: Dr. Hans A. Kestler Version: 1.8.1. OS: Linux, Win, Mac OSX Submission from: (NULL) (134.60.73.116) The code below produces after a different number of iterations i the following error: Error in optim(par = rep(0.5, length(edges)), loglik, method = "L-BFGS-B", : non-finite value supplied by optim This was reproducible on different machines (Mac G4 OSX, AMD Opteron

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

My code is as follows: #include <iostream> #include <cmath> using namespace std; #define MATHLIB_STANDALONE 1 extern "C" { #include "R_ext/Applic.h" } typedef struct TT{ double ** tempX; double * tempY; int tempN; } TT, *MM; double fn(int N, double * beta, void * ex){ double total = 0; int i = 0,j = 0; double * betaFn = new double[N]; MM tmp = (MM)ex;

>>>>> Kirill M?ller <kirill.mueller at ivt.baug.ethz.ch> >>>>> on Mon, 5 Jun 2017 17:30:20 +0200 writes: > Hi I've noted a minor inconsistency in the documentation: > Current R-exts reads > s = PROTECT_WITH_INDEX(eval(OS->R_fcall, OS->R_env), &ipx); > but I believe it has to be > PROTECT_WITH_INDEX(s =