It may be worth noting that both Avraham and I are members of the
histoRicalg project
(https://gitlab.com/nashjc/histoRicalg) that has some modest funding
from R-Consortium.
The type of concern this nlminb thread raises is why the project was
proposed. That is,
older codes that may predate IEEE
If it helps, the BLAS I used is compiled to use 6 threads.
On Wed, Feb 6, 2019 at 3:47 AM Berend Hasselman wrote:
>
>
> > On 6 Feb 2019, at 10:58, Martin Maechler
> wrote:
> >
>
> .
> >
> ---
> >
> > I summarize what
> On 6 Feb 2019, at 10:58, Martin Maechler wrote:
>
.
> ---
>
> I summarize what has been reported till:
>
> Failure in these cases
>
> 1. Kasper K ("Scientific Linux", self compiled R, using Intel's MKL
>
Thank you, Brad (and others),
> Brad Bell on Mon, 4 Feb 2019 07:21:18 -0700 writes:
> 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 )
>>
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 ##
Microsoft R Open 3.4.2
The enhanced R distribution from Microsoft
Microsoft packages Copyright (C) 2017 Microsoft Corporation
Using the Intel MKL for parallel mathematical computing (using 12 cores).
Default CRAN mirror snapshot taken on 2017-10-15.
See: https://mran.microsoft.com/.
> f <-
Hello,
> sessionInfo()
R version 3.5.2 (2018-12-20)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Debian GNU/Linux 9 (stretch)
Matrix products: default
BLAS/LAPACK:
/opt/intel/compilers_and_libraries_2019.1.144/linux/mkl/lib/intel64_lin/libmkl_rt.so
locale:
[1] LC_CTYPE=en_CA.UTF-8
Also no error on MacOS 10.13.6, R 3.5.1 with system-supplied VecLib BLAS.
> > f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 )
> > opt <- nlminb(rep(0, 10), f, lower=-1, upper=3)
> > str(opt)
> List of 6
> $ par: num [1:10] 1 1 1 1 1 ...
> $ objective : num -41.4
> $
No error on Windows 10, R.3.5.2 patched, Rblas compiled with OpenBLAS
0.20, Rlapack is base.
> f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 )
> opt <- nlminb(rep(0, 10), f, lower=-1, upper=3)
> str(opt)
List of 6
$ par: num [1:10] 1 1 1 1 1 ...
$ objective : num -41.4
$
Hello,
R 3.5.2 on ubuntu 18.04. sessionInfo() at the end.
Works with me, same results, cannot reproduce the error.
f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 )
opt <- nlminb(rep(0, 10), f, lower=-1, upper=3)
str(opt)
xhat <- rep(1, 10)
all.equal(opt$par, xhat, tol=0) #
> Berend Hasselman
> on Fri, 1 Feb 2019 15:59:58 +0100 writes:
>> On 1 Feb 2019, at 10:00, Martin Maechler
wrote:
>>
>>
sessionInfo()
>>> R version 3.5.2 (2018-12-20)
>>> Platform: x86_64-pc-linux-gnu (64-bit)
>>> Running under: Scientific
> On 1 Feb 2019, at 10:00, Martin Maechler wrote:
>
>
>>> sessionInfo()
>> R version 3.5.2 (2018-12-20)
>> Platform: x86_64-pc-linux-gnu (64-bit)
>> Running under: Scientific Linux release 6.4 (Carbon)
>
>> Matrix products: default
>> BLAS/LAPACK:
>>
On 01.02.19 10:00, Martin Maechler wrote:
>> f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 )
>> opt <- nlminb(rep(0, 10), f, lower=-1, upper=3)
>> str(opt)
> List of 6
> $ par: num [1:10] 1 1 1 1 1 ...
> $ objective : num -41.4
> $ convergence: int 0
> $ iterations : int 66
>
> Kasper Kristensen via R-devel
> on Mon, 28 Jan 2019 08:56:39 + writes:
> 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)
I'm not entirely sure what you are asking. However, optimx is really NOT
meant as a production tool. I intend it as a way to
1) try out a lot of optimizers quickly on a user's problem or problem
class to select a method or methods that suit well;
2) to provide (in the source code of optimr()) an
Prof Nash, Prof Galanos
Is it possible to use a generic code stub in front of packages that use
optimx to improve optimx use or curtail it according to the requirements?
Best Regards
Amit
+91 7899381263
This is not about the failure on some platforms, which is an important
issue. However, what is below may provide a temporary workaround until
the source of the problem is uncovered.
FWIW, the problem seems fairly straightforward for most optimizers at my
disposal in the R-forge (developmental)
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(
18 matches
Mail list logo
