# File src/library/stats/R/nlminb.R # Part of the R package, https://www.R-project.org # # Copyright (C) 1995-2012 The R Core Team # # This program is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation; either version 2 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # A copy of the GNU General Public License is available at # https://www.R-project.org/Licenses/ ##' used here and in nls(... algorithm = "port") port_msg <- function(iv1) { switch(as.character(iv1), "3" = "X-convergence (3)", "4" = "relative convergence (4)", "5" = "both X-convergence and relative convergence (5)", "6" = "absolute function convergence (6)", "7" = "singular convergence (7)", "8" = "false convergence (8)", "9" = "function evaluation limit reached without convergence (9)", "10" = "iteration limit reached without convergence (10)", "14" = "storage only has been allocated (14)", "15" = "LIV too small (15)", "16" = "LV too small (16)", "63" = "fn cannot be computed at initial par (63)", "65" = "gr cannot be computed at initial par (65)", "300" = "initial par violates constraints", ## otherwise: sprintf("See PORT documentation. Code (%d)", iv1)) } ## PORT iv[] and v[] indices for setting and getting info : port_cpos <- c(## iv[]: ## MXFCAL MXITER OUTLEV (port.c) eval.max = 17L, iter.max = 18L, trace = 19L, maxiter = 18L, ## v[]: ## AFCTOL RFCTOL XCTOL XFTOL abs.tol = 31L, rel.tol = 32L, x.tol = 33L, xf.tol = 34L, ## LMAX0 LMAXS SCTOL step.min = 35L, step.max = 36L, sing.tol = 37L, ## DINIT ETA0 (for nlminb *only*) scale.init = 38L, diff.g = 42L) ## NB: until R 2.12.1, "step.min" was 34 instead of 35 ## and for "output" v[]: see in ../src/port.c, also for NITER = 31 (below): port_v_nms <- c(NREDUC = 6L, PREDUC = 7L, F = 10L, FDIF = 11L, FLSTGD = 12L, GTSLST = 14L, PLSTGD = 15L, RADFAC = 16L, DSTSAV = 18L) port_get_named_v <- function(v) { setNames(v[port_v_nms], names(port_v_nms)) } nlminb <- function(start, objective, gradient = NULL, hessian = NULL, ..., scale = 1, control = list(), lower = - Inf, upper = Inf) { ## Establish the working vectors and check and set options par <- setNames(as.double(start), names(start)) n <- length(par) iv <- integer(78 + 3 * n) v <- double(130 + (n * (n + 27)) / 2) .Call(C_port_ivset, 2, iv, v) if (length(control)) { nms <- names(control) if (!is.list(control) || is.null(nms)) stop("'control' argument must be a named list") pos <- pmatch(nms, names(port_cpos)) if (any(nap <- is.na(pos))) { warning(sprintf(ngettext(length(nap), "unrecognized control element named %s ignored", "unrecognized control elements named %s ignored"), paste(sQuote(nms[nap]), collapse = ", ")), domain = NA) pos <- pos[!nap] control <- control[!nap] } ivpars <- pos <= 4 ; vpars <- !ivpars if (any(ivpars)) iv[port_cpos[pos[ivpars]]] <- as.integer(unlist(control[ivpars])) if (any(vpars)) v [port_cpos[pos[ vpars]]] <- as.double(unlist(control[vpars])) } ## Establish the objective function and its environment obj <- quote(objective(.par, ...)) rho <- new.env(parent = environment()) assign(".par", par, envir = rho) ## Create values of other arguments if needed grad <- hess <- low <- upp <- NULL if (!is.null(gradient)) { grad <- quote(gradient(.par, ...)) if (!is.null(hessian)) { if (is.logical(hessian)) stop("logical 'hessian' argument not allowed. See documentation.") hess <- quote(hessian(.par, ...)) } } if (any(lower != -Inf) || any(upper != Inf)) { low <- rep_len(as.double(lower), length(par)) upp <- rep_len(as.double(upper), length(par)) } else low <- upp <- numeric() ## Do the optimization .Call(C_port_nlminb, obj, grad, hess, rho, low, upp, d = rep_len(as.double(scale), length(par)), iv, v) iv1 <- iv[1L] list(par = get(".par", envir = rho), objective = v[10L], convergence = (if (iv1 %in% 3L:6L) 0L else 1L), iterations = iv[31L], evaluations = c("function" = iv[6L], "gradient" = iv[30L]), "message" = if(19 <= iv1 && iv1 <= 43) { if(any(B <- iv1 == port_cpos)) sprintf("'control' component '%s' = %g, is out of range", names(port_cpos)[B], v[iv1]) else sprintf("V[IV[1]] = V[%d] = %g is out of range (see PORT docu.)", iv1, v[iv1]) } else port_msg(iv1)) }