nlminb( obj = function(x) x, start=1, lower=-Inf, upper=Inf )
$par
[1] 0
$objective
[1] 0
$convergence
[1] 0
$message
[1] "absolute function convergence (6)"
$iterations
[1] 1
$evaluations
function gradient
22
[[alternative HTML version deleted]]
_
I won't add to the quite long discussion about the vagaries of nlminb, but will note that
over a long period of software work in this optimization area I've found a number of
programs and packages that do strange things when the objective is a function of a single
parameter. Some methods quite e
On 09/07/2010 10:37 AM, Matthew Killeya wrote:
nlminb( obj = function(x) x, start=1, lower=-Inf, upper=Inf )
If you read the PORT documentation carefully, you'll see that their
convergence criteria are aimed at minimizing positive functions. (They
never state this explicitly, as far as I
o that
criterion should not apply.
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Duncan Murdoch
Sent: Friday, July 09, 2010 3:45 PM
To: Matthew Killeya
Cc: r-help@r-project.org; ba...@stat.wisc.edu
Subject: Re: [R] Not nice
Murdoch'; 'Matthew Killeya'
Cc: r-help@r-project.org; ba...@stat.wisc.edu
Subject: Re: [R] Not nice behaviour of nlminb (windows 32 bit, version
2.11.1)
Duncan, `nlminb' is not intended for non-negative functions only. There is
indeed something strange happening in the algorithm!
sta
day, July 09, 2010 4:45 PM
To: 'Ravi Varadhan'; 'Duncan Murdoch'; 'Matthew Killeya'
Cc: r-help@r-project.org; ba...@stat.wisc.edu
Subject: RE: [R] Not nice behaviour of nlminb (windows 32 bit, version
2.11.1)
Setting abs.tol = 0 works! This turns-off the absolu
mi.edu]
Sent: Friday, July 09, 2010 5:06 PM
To: 'Ravi Varadhan'; 'Duncan Murdoch'; 'Matthew Killeya'
Cc: r-help@r-project.org; ba...@stat.wisc.edu
Subject: RE: [R] Not nice behaviour of nlminb (windows 32 bit, version
2.11.1)
An absolute criterion should NEVER be used
-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Ravi Varadhan
Sent: Friday, July 09, 2010 4:42 PM
To: 'Duncan Murdoch'; 'Matthew Killeya'
Cc: r-help@r-project.org; ba...@stat.wisc.edu
Subject: Re: [R] Not nice behaviour of nlminb (windows 32 bit, ve
3:45 PM
To: Matthew Killeya
Cc: r-help@r-project.org; ba...@stat.wisc.edu
Subject: Re: [R] Not nice behaviour of nlminb (windows 32 bit, version
2.11.1)
On 09/07/2010 10:37 AM, Matthew Killeya wrote:
nlminb( obj = function(x) x, start=1, lower=-Inf, upper=Inf )
If you read the PORT d
33
>>
>>
>> This is clearly a bug.
>>
>>
>> Ravi.
>>
>> -Original Message-
>> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
>> On
>> Behalf Of Ravi Varadhan
>> Sent: Friday, July 09
; function gradient
>>>33
>>>
>>>
>>> This is clearly a bug.
>>>
>>>
>>> Ravi.
>>>
>>> -Original Message-
>>> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
>&g
f Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
- Original Message -----
From: Duncan Murdoch
Date: Friday, July 9, 2010 6:54 pm
Subject: Re: [R] Not nice behaviour of nlminb (windows 32 bit, version 2.11.1)
To: Matthe
>$evaluations
>>>function gradient
>>> 33
>>>
>>>
>>>
>>>>nlminb( objective=obj, start=startm, lower=-2, upper=2)
>>>>
>>>>
>>>$par
>>>[1] -2
>>>
&g
619
email: rvarad...@jhmi.edu
- Original Message -
From: Duncan Murdoch
Date: Saturday, July 10, 2010 7:32 am
Subject: Re: [R] Not nice behaviour of nlminb (windows 32 bit, version 2.11.1)
To: Ravi Varadhan
Cc: Matthew Killeya , Peter Ehlers
, r-help@r-project.org, ba...@stat.wisc.
ate: Saturday, July 10, 2010 7:32 am
Subject: Re: [R] Not nice behaviour of nlminb (windows 32 bit, version 2.11.1)
To: Ravi Varadhan
Cc: Matthew Killeya , Peter Ehlers
, r-help@r-project.org, ba...@stat.wisc.edu
Ravi Varadhan wrote:
>Hi,
>
>The absolute function stopping criterio
>>
>> Ph. (410) 502-2619
>> email: rvarad...@jhmi.edu
>>
>>
>> - Original Message -
>> From: Duncan Murdoch
>> Date: Saturday, July 10, 2010 7:32 am
>> Subject: Re: [R] Not nice behaviour of nlminb (windows 32 bit, version
>> 2.11.1)
d...@jhmi.edu
- Original Message -
From: Duncan Murdoch
Date: Saturday, July 10, 2010 7:32 am
Subject: Re: [R] Not nice behaviour of nlminb (windows 32 bit, version
2.11.1)
To: Ravi Varadhan
Cc: Matthew Killeya , Peter Ehlers <
ehl...@ucalgary.ca>, r-help@r-project.org,
On 10/07/2010 9:48 AM, Prof. John C Nash wrote:
I won't add to the quite long discussion about the vagaries of nlminb, but will note that
over a long period of software work in this optimization area I've found a number of
programs and packages that do strange things when the objective is a func
edu
- Original Message -
From: Duncan Murdoch
Date: Sunday, July 11, 2010 7:49 am
Subject: Re: [R] Not nice behaviour of nlminb (windows 32 bit, version 2.11.1)
To: Matthew Killeya
Cc: Ravi Varadhan , Peter Ehlers ,
r-help@r-project.org, ba...@stat.wisc.edu
> On 11/07/2010 5:00 AM, M
>>>
>>>Ravi Varadhan, Ph.D.
>>>Assistant Professor,
>>>Division of Geriatric Medicine and Gerontology
>>>School of Medicine
>>>Johns Hopkins University
>>>
>>>Ph. (410) 502-2619
gt;
> >> >>> >>Just for future reference: that's not the kind of
> answer that leads to
> >> >>anything getting done. So I'll leave it to the authors of nlminb.
> >> >>
> >> >>Duncan Murdoch
> >&
21 matches
Mail list logo
