[R] constrOptim and function with additional parameters?

[Thomas Lumley]

On Wed, 14 Jul 2004, Roger D. Peng wrote:

> Actually, I think this is a bug.  Take a look at this part of constrOptim:

Yes, as the author I can definitively say that it is a bug.  As other
people have pointed out there are work-arounds.

	-thomas



>
>  > 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
> >
> > ______________________________________________
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> > 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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Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle