Re: [R] parameters for lbfgsb (function for optimization)

From: Katie C <katie.cheon_at_gmail.com>
Date: Fri, 07 Mar 2008 18:46:44 -0800 (PST)

I think I did not make myself clear when I asked about lbfgsb (function for optimization) yesterday. I'm writing my functions in C but actual calculation will be done in R by using .Call. To be able to use lbfgsb (using the interfaces defined in header 'R_ext/Applic.h') , I need to supply my function and gradient function. And the instruction in R-ext.pdf (p97) says that my function should have three parameters(int n, double *par, void *ex) and gradient function should have four parameters(int n, double *par, double *gr, void *ex). My question is : what is *ex (the last parameter) for? and what values should I put for it? How about fncount and rcount (14 and 15th parameter of lbfgsb)? Thank you in advance.
Kyeongmi

Bill.Venables wrote:
>
> Whoa! If you want to optimise in R, you need to write an R function to
> define your objective. If that function is already written in C, as
> appears to be the case, you need to write an interfact to make it
> available to R. This is not exactly something novices would take on
> lightly.
>
> If you wish to optimise directly in C, then you should look for software
> support to do it that was intended for the purpose. The R source code
> is not like that. You can use it if you want, but you must expect it to
> be difficult and very puzzling, since it is not intended to be
> free-standing, but part of a large, complex system.
>
> Best of luck.
>
>
> Bill Venables
> CSIRO Laboratories
> PO Box 120, Cleveland, 4163
> AUSTRALIA
> Office Phone (email preferred): +61 7 3826 7251
> Fax (if absolutely necessary): +61 7 3826 7304
> Mobile: +61 4 8819 4402
> Home Phone: +61 7 3286 7700
> mailto:Bill.Venables_at_csiro.au
> http://www.cmis.csiro.au/bill.venables/
>
> -----Original Message-----
> From: r-help-bounces_at_r-project.org [mailto:r-help-bounces_at_r-project.org]
> On Behalf Of Kyeongmi Cheon
> Sent: Friday, 7 March 2008 3:06 PM
> To: r-help_at_r-project.org
> Subject: [R] 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 optim.c
> codes
> at R sites and it's a structure that has bunch of objects such as SEXP
> R_fcall, SEXP R_gcall, SEXP R_env, double* ndeps, etc. I cannot figure
> out
> what it is about.
> How about fncount, rcount? R-ext.pdf or R help does not explain it in
> detail. Any comments would help. Thank you.
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
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> ______________________________________________
> R-help_at_r-project.org mailing list
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> PLEASE do read the posting guide
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>
>

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Received on Sat 08 Mar 2008 - 02:50:44 GMT

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