[R] constrOptim and function with additional parameters?

[Marlene Mueller]

OK, I got the point why the help refers to the arguments
of 'optim' only. (Of course, I have read this but did'nt
believe it ... ;-))

Thanks to all of you for the clarification and special thanks 
to Duncan Murdoch for the workaround, which is very close to 
what I want. I am doing a lot of constrained regression in the 
moment, so including additional parameters (=the data) is an 
issue for me.

Best regards, Marlene



> This is why the `...' argument is passed to `optim' and not to the
> function being optimized, as it also referred in the help file of
> `constrOptim'
> 
> > constrOptim
> function (theta, f, grad, ui, ci, mu = 1e-04, control = list(),
>     method = if (is.null(grad)) "Nelder-Mead" else "BFGS",
> outer.iterations = 100,
>     outer.eps = 1e-05, ...)
> 
> ...
> 
>  a <- optim(theta.old, fun, gradient, control = control,
>             method = method, ...)
> 
> ...
> }
> 
> 
> Best,
> Dimitris
> 
> ----
> Dimitris Rizopoulos
> Doctoral Student
> Biostatistical Centre
> School of Public Health
> Catholic University of Leuven
> 
> Address: Kapucijnenvoer 35, Leuven, Belgium
> Tel: +32/16/396887
> Fax: +32/16/337015
> Web: http://www.med.kuleuven.ac.be/biostat/
>      http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm
> 
> 
> ----- Original Message ----- 
> From: "Roger D. Peng" <rpeng at jhsph.edu>
> To: "Duncan Murdoch" <dmurdoch at pair.com>
> Cc: <R-help at stat.math.ethz.ch>; "Marlene Mueller"
> <Marlene.Mueller at gmx.de>
> Sent: Wednesday, July 14, 2004 4:01 PM
> Subject: Re: [R] constrOptim and function with additional parameters?
> 
> 
> > Actually, I think this is a bug.  Take a look at this part of
> constrOptim:
> >
> >  > constrOptim
> > function (theta, f, grad, ui, ci, mu = 1e-04, control = list(),
> >      method = if (is.null(grad)) "Nelder-Mead" else "BFGS",
> > outer.iterations = 10
> > 0,
> >      outer.eps = 1e-05, ...)
> > {
> >      if (!is.null(control$fnscale) && control$fnscale < 0)
> >          mu <- -mu
> >      [...]
> >      obj <- f(theta)
> >      ^^^^^^^^^^^^^^^
> >      r <- R(theta, theta)
> >      for (i in 1:outer.iterations) {
> >          obj.old <- obj
> >          r.old <- r
> >      [...]
> > }
> >
> > So the object function `f' is called on the starting value `theta'
> but
> > the `...' is not passed through.
> >
> > -roger
> >
> > Duncan Murdoch wrote:
> > > On Wed, 14 Jul 2004 14:59:01 +0200 (MEST), "Marlene Mueller"
> > > <Marlene.Mueller at gmx.de> wrote :
> > >
> > >
> > >>How can I use a function with some additional input parameters
> > >>in constrOptim? For example, something like
> > >>
> > >>fr <- function(x,a) {   ## Rosenbrock Banana function
> > >> x1 <- x[1]
> > >> x2 <- x[2]
> > >> a * (x2 - x1 * x1)^2 + (1 - x1)^2
> > >>}
> > >>
> > >>where the optimum is to be found w.r.t. x. Calling
> > >>optim(c(-1.2,1), fr, NULL, a=100) works as expected, but I fail
> > >>to provide the a=100 in the constrained case:
> > >>
> > >>
> > >>> constrOptim(c(-1.2,0.9), fr, NULL, ui=rbind(c(-1,0),c(0,-1)),
> > >>
> > >>ci=c(-1,-1),a=100)
> > >>Error in f(theta) : Argument "a" is missing, with no default
> > >>
> > >>Is this a bug or is there a different solution that I miss here?
> > >
> > >
> > > I can't spot why your use of constrOptim isn't working, but you
> should
> > > be able to workaround it by doing something  like this:
> > >
> > > applyDefaults <- function(fn, ...) {
> > >   function(x) fn(x, ...)
> > > }
> > >
> > > constrOptim(c(-1.2,0.9), applyDefaults(fr, a=100), NULL,
> > > ui=rbind(c(-1,0),c(0,-1)),ci=c(-1,-1))
> > >
> > > The applyDefaults function creates a new function which evaluates
> the
> > > old one with some of the parameters set to fixed values.
> > >
> > > Duncan Murdoch
> > >
> > > ______________________________________________
> > > R-help at stat.math.ethz.ch mailing list
> > > https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> > > PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
> > >
> >
> > ______________________________________________
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