[Rd] nlminb with constraints failing on some platforms

ProfJCNash pro|jcn@@h @end|ng |rom gm@||@com
Fri Feb 8 14:49:24 CET 2019


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 arithmetic and modern programming
language processors
often were built with a different understanding of how algorithm
expressions would be
executed.

Documenting the resolution of this issue and others like it will be
welcome and we will hope
to be able to collect such results in a form that may help resolve
similar matters in future.

Best, JN


On 2019-02-06 7:15 a.m., Avraham Adler wrote:

> If it helps, the BLAS I used is compiled to use 6 threads.
>
> On Wed, Feb 6, 2019 at 3:47 AM Berend Hasselman <bhh using xs4all.nl> wrote:
>
>>> On 6 Feb 2019, at 10:58, Martin Maechler <maechler using stat.math.ethz.ch>
>> wrote:
>> .....
>> ---------------------------------------------------------------------------
>>> I summarize what has been reported till:
>>>
>>> Failure in these cases
>>> ========
>>> 1. Kasper K ("Scientific Linux", self compiled R, using Intel's MKL
>>>           for BLAS/LAPACK)
>>> 2. (By Bill Dunlap): Microsoft R Open (MRO) 3.4.2, also using
>>>           MKL with 12 cores
>>> 3. (By Brad Bell)  : R 3.5.2 Fedora 28 (x86_64) pkg, OpenBLAS(?)
>>> 4. (by MM)         : R 3.5.2 Fedora 28 (x86_64) pkg, BLAS+Lapack =
>> OpenBLAS
>>> Success
>>> =======
>>>
>>> - (by MM)        : R-devel, R 3.5.2 patched on FC28, *self compiled* gcc
>> 8.2,
>>>                    using R's BLAS/Lapack
>>> - (by Ralf Stubner): R 3.5.2 from Debian Stable (gcc 6.2) + OpenBLAS
>>> - (by Berend H.)   : R 3.5.2 [from CRAN] on macOS 10.14.3 (BLAS/Lapack
>> ??)
>>
>> R 3.5.2 from CRAN using R's BLAS/Lapack.
>>
>> Berend
>>
>> ....
>>
>>> It would be great if this could be solved...
>>>
>>> Martin
>>>
>>>
>>>
>>>> I have tried passing in the gradient and turning on the trace and it
>> gives nearly the exact same trace with and without the gradient.
>>>    [.......................]
>>>
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