Re: [Rd] nlminb with constraints failing on some platforms

2019-02-08 Thread ProfJCNash
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 ar

Re: [Rd] nlminb with constraints failing on some platforms

2019-01-31 Thread ProfJCNash
//bit.ly/AEAamit > > FMA 2 page profile : http://bit.ly/FMApdf2p > > SSRN top10% downloaded since July 2017: http://ssrn.com/author=2665511 > > > > On Thu, Jan 31, 2019 at 7:22 PM ProfJCNash <m

Re: [Rd] nlminb with constraints failing on some platforms

2019-01-31 Thread ProfJCNash
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) ver

Re: [Rd] optim(?, method=?L-BFGS-B?) stops with an error

2016-10-09 Thread ProfJCNash
I'll not copy all the previous material on this thread to avoid overload. The summary is that all the methods Spencer has tried have some issues. The bad news: This is not uncommon with optimization methods, in part because the problems are "hard", in part because getting them implemented and li

[Rd] Fortran issues. Was CRAN packages maintained by you

2016-09-03 Thread ProfJCNash
If there is going to be a review of Fortran sources, then there's quite a bit of checking and testing work as well. As someone who actually worked with some of the NPL and Argonne and other people, and occasionally contributed some code, I'm willing to try to help out with this. However, I will wa

[Rd] Possibly useful idea

2016-01-11 Thread ProfJCNash
I've not worked changing underlying computational infrastructure, but developers who do might want to use ideas from FlexiBLAS. Apologies in advance if this is well-known. Best JN > From: Martin Koehler koehl...@mpi-magdeburg.mpg.de > Date: January 07, 2016 > Subject: FlexiBLAS Version 1.3.0 Rele

[Rd] Best way to implement optional functions?

2015-10-23 Thread ProfJCNash
I'm relieved to read that this issue is becoming more visible. In my own work on optimizers, I've been finding it awkward to provide a clean solution to allowing users to run e.g., optimx, when some optimizers are not installed. Unfortunately, I've not found what I consider to be a solution with an

[Rd] equality testing, was all.equal....

2015-07-31 Thread ProfJCNash
These issues have been around for many years. I've created some upset among some programmers by using equality tests for reals (in R doubles). However, there's a "but", and it is that I test using if ( (a + offset) == (b + offset) ) {} where offset is a number like 100.0. This is really "e