R Under development (unstable) (2023-10-23 r85401 ucrt) -- "Unsuffered Consequences" Copyright (C) 2023 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > # maxtest.R > ## author: John C. Nash -- revised 2023-10-21 > # rm(list=ls()) > cat("maxfn.R -- test that maximize=TRUE works correctly\n") maxfn.R -- test that maximize=TRUE works correctly > > ## Notes Dec 2 2021 > ##?? When we are using grfwd, the sign of the gradient is wrong. Why?? > > require(optimx) Loading required package: optimx > # source("optimx/tests/maxfn.R") > source("maxfn.R") > sessionInfo() R Under development (unstable) (2023-10-23 r85401 ucrt) Platform: x86_64-w64-mingw32/x64 Running under: Windows Server 2022 x64 (build 20348) Matrix products: default locale: [1] LC_COLLATE=C LC_CTYPE=German_Germany.utf8 [3] LC_MONETARY=C LC_NUMERIC=C [5] LC_TIME=C time zone: Europe/Berlin tzcode source: internal attached base packages: [1] stats graphics grDevices utils datasets methods base other attached packages: [1] optimx_2023-10.21 loaded via a namespace (and not attached): [1] compiler_4.4.0 nloptr_2.0.3 numDeriv_2016.8-1.1 [4] pracma_2.4.2 > > n<-4 > xx<-rep(1,n) # start at all 1s > rv0 <- Rvmmin(xx, maxfn, maxfn.g, control=list(maximize=TRUE, trace=2)) Bounds: nolower = TRUE noupper = TRUE bounds = FALSE Rvmminu -- J C Nash 2009-2015 - an R implementation of Alg 21 Problem of size n= 4 Dot arguments: list() Initial fn= 4 ig= 1 gnorm= 7.483315 Reset Inv. Hessian approx at ilast = 1 1 1 4 Gradproj = -56 *ig= 2 gnorm= 4.489989 3 2 -4.96 Gradproj = -10.08 ig= 3 gnorm= 1.776357e-15 Small gradient norm Seem to be done Rvmminu > rv0 $par [1] 1 2 3 4 $value [1] 10 $counts function gradient 4 3 $convergence [1] 2 $message [1] "Rvmminu appears to have converged" > rv0f <- Rvmmin(xx, maxfn, "grfwd", control=list(maximize=TRUE, trace=2)) Bounds: nolower = TRUE noupper = TRUE bounds = FALSE WARNING: using gradient approximation ' grfwd ' Rvmminu -- J C Nash 2009-2015 - an R implementation of Alg 21 Problem of size n= 4 Dot arguments: list() WARNING: using gradient approximation ' grfwd ' Initial fn= 4 ig= 1 gnorm= 13.56465 Reset Inv. Hessian approx at ilast = 1 1 1 4 Gradproj = -183.9999 *ig= 2 gnorm= 3.804792 3 2 -8.639998 Gradproj = -5.94588 ig= 3 gnorm= 2.855759 4 3 -9.157106 Gradproj = -2.293498 ig= 4 gnorm= 0.6918302 5 4 -9.923398 Gradproj = -0.1066547 ig= 5 gnorm= 0.6792094 6 5 -9.95836 Gradproj = -0.2224399 *ig= 6 gnorm= 0.5446848 8 6 -9.970856 Gradproj = -0.1257671 ig= 7 gnorm= 0.2927204 9 7 -9.979453 Gradproj = -0.02223421 ig= 8 gnorm= 0.1660062 10 8 -9.995099 Gradproj = -0.01704147 ig= 9 gnorm= 0.06793949 11 9 -9.998871 Gradproj = -0.001966741 ig= 10 gnorm= 0.01106384 12 10 -9.99998 Gradproj = -6.684127e-05 ig= 11 gnorm= 0.004497574 13 11 -9.999997 Gradproj = -8.012502e-06 ig= 12 gnorm= 0.0005488229 14 12 -10 Gradproj = -1.075937e-07 ig= 13 gnorm= 3.711149e-05 15 13 -10 Gradproj = -4.6129e-10 ig= 14 gnorm= 1.79744e-07 16 14 -10 Gradproj = -1.100046e-14 ig= 15 gnorm= 2.01168e-08 17 15 -10 Gradproj = -1.468632e-16 **********Unchanged in step redn No acceptable point Converged Seem to be done Rvmminu > rv0f $par [1] 0.9999995 1.9999990 2.9999985 3.9999980 $value [1] 10 $counts function gradient 27 15 $convergence [1] 0 $message [1] "Rvmminu appears to have converged" > nrv0 <- Rvmmin(xx, negmaxfn, negmaxfn.g, control=list(trace=4)) Bounds: nolower = TRUE noupper = TRUE bounds = FALSE Rvmminu -- J C Nash 2009-2015 - an R implementation of Alg 21 Problem of size n= 4 Dot arguments: list() Initial fn= 4 [1] 1 1 1 1 g:[1] 0 -2 -4 -6 ig= 1 gnorm= 7.483315 Reset Inv. Hessian approx at ilast = 1 1 1 4 t:[1] 0 2 4 6 Gradproj = -56 new bvec:[1] 1 3 5 7 changed = TRUE New f= 4 lower = FALSE accpoint = FALSE *new bvec:[1] 1.0 1.4 1.8 2.2 changed = TRUE New f= -4.96 lower = TRUE accpoint = TRUE ig= 2 gnorm= 4.489989 3 2 -4.96 t:[1] 0.0 0.6 1.2 1.8 Gradproj = -10.08 new bvec:[1] 1 2 3 4 changed = TRUE New f= -10 lower = TRUE accpoint = TRUE ig= 3 gnorm= 1.776357e-15 Small gradient norm Seem to be done Rvmminu > nrv0 $par [1] 1 2 3 4 $value [1] -10 $counts function gradient 4 3 $convergence [1] 2 $message [1] "Rvmminu appears to have converged" > nrv0f <- Rvmmin(xx, negmaxfn, "grfwd", control=list(trace=4)) Bounds: nolower = TRUE noupper = TRUE bounds = FALSE WARNING: using gradient approximation ' grfwd ' Rvmminu -- J C Nash 2009-2015 - an R implementation of Alg 21 Problem of size n= 4 Dot arguments: list() WARNING: using gradient approximation ' grfwd ' Initial fn= 4 [1] 1 1 1 1 g:[1] 1.000088e-06 -1.999998e+00 -5.999997e+00 -1.200000e+01 ig= 1 gnorm= 13.56465 Reset Inv. Hessian approx at ilast = 1 1 1 4 t:[1] -1.000088e-06 1.999998e+00 5.999997e+00 1.200000e+01 Gradproj = -183.9999 new bvec:[1] 0.999999 2.999998 6.999997 12.999996 changed = TRUE New f= 87.9999 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999998 1.3999996 2.1999994 3.3999992 changed = TRUE New f= -8.639998 lower = TRUE accpoint = TRUE ig= 2 gnorm= 3.804792 3 2 -8.639998 t:[1] -5.399320e-07 1.078797e+00 1.547086e+00 3.643931e-01 Gradproj = -5.94588 new bvec:[1] 0.9999993 2.4787967 3.7470855 3.7643923 changed = TRUE New f= -9.157106 lower = TRUE accpoint = TRUE ig= 3 gnorm= 2.855759 4 3 -9.157106 t:[1] 2.358735e-07 -4.707672e-01 -8.495208e-01 -2.138316e-02 Gradproj = -2.293498 new bvec:[1] 0.9999995 2.0080294 2.8975647 3.7430091 changed = TRUE New f= -9.923398 lower = TRUE accpoint = TRUE ig= 4 gnorm= 0.6918302 5 4 -9.923398 t:[1] 4.549826e-08 -8.934369e-02 -6.728596e-02 1.781076e-01 Gradproj = -0.1066547 new bvec:[1] 0.9999995 1.9186857 2.8302787 3.9211167 changed = TRUE New f= -9.95836 lower = TRUE accpoint = TRUE ig= 5 gnorm= 0.6792094 6 5 -9.95836 t:[1] 2.367160e-08 -5.169774e-02 1.294047e-01 3.579482e-01 Gradproj = -0.2224399 new bvec:[1] 0.9999996 1.8669880 2.9596834 4.2790649 changed = TRUE New f= -9.902805 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9083462 2.8561596 3.9927064 changed = TRUE New f= -9.970856 lower = TRUE accpoint = TRUE ig= 6 gnorm= 0.5446848 8 6 -9.970856 t:[1] -2.989955e-08 6.616290e-02 1.671201e-01 1.464168e-01 Gradproj = -0.1257671 new bvec:[1] 0.9999995 1.9745091 3.0232798 4.1391232 changed = TRUE New f= -9.979453 lower = TRUE accpoint = TRUE ig= 7 gnorm= 0.2927204 9 7 -9.979453 t:[1] -1.632996e-08 1.872952e-02 1.408721e-03 -7.396669e-02 Gradproj = -0.02223421 new bvec:[1] 0.9999995 1.9932386 3.0246885 4.0651565 changed = TRUE New f= -9.995099 lower = TRUE accpoint = TRUE ig= 8 gnorm= 0.1660062 10 8 -9.995099 t:[1] 8.243860e-09 1.507766e-02 -3.175215e-02 -9.694390e-02 Gradproj = -0.01704147 new bvec:[1] 0.9999995 2.0083163 2.9929364 3.9682126 changed = TRUE New f= -9.998871 lower = TRUE accpoint = TRUE ig= 9 gnorm= 0.06793949 11 9 -9.998871 t:[1] -1.597885e-08 -8.478648e-03 5.772073e-03 2.748432e-02 Gradproj = -0.001966741 new bvec:[1] 0.9999995 1.9998376 2.9987084 3.9956969 changed = TRUE New f= -9.99998 lower = TRUE accpoint = TRUE ig= 10 gnorm= 0.01106384 12 10 -9.99998 t:[1] 1.750681e-08 6.126443e-04 1.781093e-03 5.763052e-03 Gradproj = -6.684127e-05 new bvec:[1] 0.9999995 2.0004503 3.0004895 4.0014600 changed = TRUE New f= -9.999997 lower = TRUE accpoint = TRUE ig= 11 gnorm= 0.004497574 13 11 -9.999997 t:[1] -1.482301e-08 -5.272287e-04 -5.480917e-04 -1.621900e-03 Gradproj = -8.012502e-06 new bvec:[1] 0.9999995 1.9999230 2.9999414 3.9998381 changed = TRUE New f= -10 lower = TRUE accpoint = TRUE ig= 12 gnorm= 0.0005488229 14 12 -10 t:[1] 8.988594e-09 8.119420e-05 6.090299e-05 1.706335e-04 Gradproj = -1.075937e-07 new bvec:[1] 0.9999995 2.0000042 3.0000023 4.0000087 changed = TRUE New f= -10 lower = TRUE accpoint = TRUE ig= 13 gnorm= 3.711149e-05 15 13 -10 t:[1] -6.549467e-09 -5.259198e-06 -3.854986e-06 -1.077849e-05 Gradproj = -4.6129e-10 new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = TRUE accpoint = TRUE ig= 14 gnorm= 1.79744e-07 16 14 -10 t:[1] 5.300618e-09 3.402308e-08 1.852853e-08 4.939374e-08 Gradproj = -1.100046e-14 new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = TRUE accpoint = TRUE ig= 15 gnorm= 2.01168e-08 17 15 -10 t:[1] -4.780100e-09 -5.100037e-09 -1.396535e-09 -4.162935e-09 Gradproj = -1.468632e-16 new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = FALSE Unchanged in step redn No acceptable point Converged Seem to be done Rvmminu > nrv0f $par [1] 0.9999995 1.9999990 2.9999985 3.9999980 $value [1] -10 $counts function gradient 27 15 $convergence [1] 0 $message [1] "Rvmminu appears to have converged" > > > # Conflicting controls -- 'maximize' takes precedence over 'fnscale' > ansconf0<-optimr(xx,maxfn, gr=maxfn.g, method="Rvmmin", control=list(maximize=TRUE, trace=2)) Initial parameters:[1] 1 1 1 1 parchanged = FALSE Parameter scaling:[1] 1 1 1 1 Bounds: nolower = TRUE noupper = TRUE bounds = FALSE Rvmminu -- J C Nash 2009-2015 - an R implementation of Alg 21 Problem of size n= 4 Dot arguments: list() Initial fn= 4 ig= 1 gnorm= 7.483315 Reset Inv. Hessian approx at ilast = 1 1 1 4 Gradproj = -56 *ig= 2 gnorm= 4.489989 3 2 -4.96 Gradproj = -10.08 ig= 3 gnorm= 1.776357e-15 Small gradient norm Seem to be done Rvmminu > proptimr(ansconf0) # should work OK Result ansconf0 ( Rvmmin -> (no_name) ) calc. min. = 10 at 1 2 3 4 After 4 fn evals, and 3 gr evals and 0 hessian evals Termination code is 2 : Rvmminu appears to have converged ------------------------------------------------- > > ansconf0f<-optimr(xx,maxfn, gr="grfwd", method="Rvmmin", control=list(maximize=TRUE, trace=4)) bdmsk:[1] 1 1 1 1 Bounds: nolower = TRUE noupper = TRUE bounds = FALSE Initial parameters:[1] 1 1 1 1 parchanged = FALSE Parameter scaling:[1] 1 1 1 1 Using numerical approximation ' grfwd ' to gradient in optimr() spar = [1] 1 1 1 1 efn = 4 egr:par:[1] 1 1 1 1 fnscale = -1 pscale=[1] 1 1 1 1 gr:[1] "grfwd" [1] 1.000088e-06 -1.999998e+00 -5.999997e+00 -1.200000e+01 ehess:[1] "is NULL" Bounds: nolower = TRUE noupper = TRUE bounds = FALSE Rvmminu -- J C Nash 2009-2015 - an R implementation of Alg 21 Problem of size n= 4 Dot arguments: list() Initial fn= 4 [1] 1 1 1 1 par:[1] 1 1 1 1 fnscale = -1 pscale=[1] 1 1 1 1 gr:[1] "grfwd" g:[1] 1.000088e-06 -1.999998e+00 -5.999997e+00 -1.200000e+01 ig= 1 gnorm= 13.56465 Reset Inv. Hessian approx at ilast = 1 1 1 4 t:[1] -1.000088e-06 1.999998e+00 5.999997e+00 1.200000e+01 Gradproj = -183.9999 new bvec:[1] 0.999999 2.999998 6.999997 12.999996 changed = TRUE New f= 87.9999 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999998 1.3999996 2.1999994 3.3999992 changed = TRUE New f= -8.639998 lower = TRUE accpoint = TRUE par:[1] 1 1 1 1 fnscale = -1 pscale=[1] 1 1 1 1 gr:[1] "grfwd" ig= 2 gnorm= 3.804792 3 2 -8.639998 t:[1] -5.399320e-07 1.078797e+00 1.547086e+00 3.643931e-01 Gradproj = -5.94588 new bvec:[1] 0.9999993 2.4787967 3.7470855 3.7643923 changed = TRUE New f= -9.157106 lower = TRUE accpoint = TRUE par:[1] 1 1 1 1 fnscale = -1 pscale=[1] 1 1 1 1 gr:[1] "grfwd" ig= 3 gnorm= 2.855759 4 3 -9.157106 t:[1] 2.358735e-07 -4.707672e-01 -8.495208e-01 -2.138316e-02 Gradproj = -2.293498 new bvec:[1] 0.9999995 2.0080294 2.8975647 3.7430091 changed = TRUE New f= -9.923398 lower = TRUE accpoint = TRUE par:[1] 1 1 1 1 fnscale = -1 pscale=[1] 1 1 1 1 gr:[1] "grfwd" ig= 4 gnorm= 0.6918302 5 4 -9.923398 t:[1] 4.549826e-08 -8.934369e-02 -6.728596e-02 1.781076e-01 Gradproj = -0.1066547 new bvec:[1] 0.9999995 1.9186857 2.8302787 3.9211167 changed = TRUE New f= -9.95836 lower = TRUE accpoint = TRUE par:[1] 1 1 1 1 fnscale = -1 pscale=[1] 1 1 1 1 gr:[1] "grfwd" ig= 5 gnorm= 0.6792094 6 5 -9.95836 t:[1] 2.367160e-08 -5.169774e-02 1.294047e-01 3.579482e-01 Gradproj = -0.2224399 new bvec:[1] 0.9999996 1.8669880 2.9596834 4.2790649 changed = TRUE New f= -9.902805 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9083462 2.8561596 3.9927064 changed = TRUE New f= -9.970856 lower = TRUE accpoint = TRUE par:[1] 1 1 1 1 fnscale = -1 pscale=[1] 1 1 1 1 gr:[1] "grfwd" ig= 6 gnorm= 0.5446848 8 6 -9.970856 t:[1] -2.989955e-08 6.616290e-02 1.671201e-01 1.464168e-01 Gradproj = -0.1257671 new bvec:[1] 0.9999995 1.9745091 3.0232798 4.1391232 changed = TRUE New f= -9.979453 lower = TRUE accpoint = TRUE par:[1] 1 1 1 1 fnscale = -1 pscale=[1] 1 1 1 1 gr:[1] "grfwd" ig= 7 gnorm= 0.2927204 9 7 -9.979453 t:[1] -1.632996e-08 1.872952e-02 1.408721e-03 -7.396669e-02 Gradproj = -0.02223421 new bvec:[1] 0.9999995 1.9932386 3.0246885 4.0651565 changed = TRUE New f= -9.995099 lower = TRUE accpoint = TRUE par:[1] 1 1 1 1 fnscale = -1 pscale=[1] 1 1 1 1 gr:[1] "grfwd" ig= 8 gnorm= 0.1660062 10 8 -9.995099 t:[1] 8.243860e-09 1.507766e-02 -3.175215e-02 -9.694390e-02 Gradproj = -0.01704147 new bvec:[1] 0.9999995 2.0083163 2.9929364 3.9682126 changed = TRUE New f= -9.998871 lower = TRUE accpoint = TRUE par:[1] 1 1 1 1 fnscale = -1 pscale=[1] 1 1 1 1 gr:[1] "grfwd" ig= 9 gnorm= 0.06793949 11 9 -9.998871 t:[1] -1.597885e-08 -8.478648e-03 5.772073e-03 2.748432e-02 Gradproj = -0.001966741 new bvec:[1] 0.9999995 1.9998376 2.9987084 3.9956969 changed = TRUE New f= -9.99998 lower = TRUE accpoint = TRUE par:[1] 1 1 1 1 fnscale = -1 pscale=[1] 1 1 1 1 gr:[1] "grfwd" ig= 10 gnorm= 0.01106384 12 10 -9.99998 t:[1] 1.750681e-08 6.126443e-04 1.781093e-03 5.763052e-03 Gradproj = -6.684127e-05 new bvec:[1] 0.9999995 2.0004503 3.0004895 4.0014600 changed = TRUE New f= -9.999997 lower = TRUE accpoint = TRUE par:[1] 1 1 1 1 fnscale = -1 pscale=[1] 1 1 1 1 gr:[1] "grfwd" ig= 11 gnorm= 0.004497574 13 11 -9.999997 t:[1] -1.482301e-08 -5.272287e-04 -5.480917e-04 -1.621900e-03 Gradproj = -8.012502e-06 new bvec:[1] 0.9999995 1.9999230 2.9999414 3.9998381 changed = TRUE New f= -10 lower = TRUE accpoint = TRUE par:[1] 1 1 1 1 fnscale = -1 pscale=[1] 1 1 1 1 gr:[1] "grfwd" ig= 12 gnorm= 0.0005488229 14 12 -10 t:[1] 8.988594e-09 8.119420e-05 6.090299e-05 1.706335e-04 Gradproj = -1.075937e-07 new bvec:[1] 0.9999995 2.0000042 3.0000023 4.0000087 changed = TRUE New f= -10 lower = TRUE accpoint = TRUE par:[1] 1 1 1 1 fnscale = -1 pscale=[1] 1 1 1 1 gr:[1] "grfwd" ig= 13 gnorm= 3.711149e-05 15 13 -10 t:[1] -6.549467e-09 -5.259198e-06 -3.854986e-06 -1.077849e-05 Gradproj = -4.6129e-10 new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = TRUE accpoint = TRUE par:[1] 1 1 1 1 fnscale = -1 pscale=[1] 1 1 1 1 gr:[1] "grfwd" ig= 14 gnorm= 1.79744e-07 16 14 -10 t:[1] 5.300618e-09 3.402308e-08 1.852853e-08 4.939374e-08 Gradproj = -1.100046e-14 new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = TRUE accpoint = TRUE par:[1] 1 1 1 1 fnscale = -1 pscale=[1] 1 1 1 1 gr:[1] "grfwd" ig= 15 gnorm= 2.01168e-08 17 15 -10 t:[1] -4.780100e-09 -5.100037e-09 -1.396535e-09 -4.162935e-09 Gradproj = -1.468632e-16 new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = TRUE New f= -10 lower = FALSE accpoint = FALSE *new bvec:[1] 0.9999995 1.9999990 2.9999985 3.9999980 changed = FALSE Unchanged in step redn No acceptable point Converged Seem to be done Rvmminu Rvmmin ans:$par [1] 0.9999995 1.9999990 2.9999985 3.9999980 $value [1] -10 $counts function gradient 27 15 $convergence [1] 0 $message [1] "Rvmminu appears to have converged" > proptimr(ansconf0f) # should work OK Result ansconf0f ( Rvmmin -> (no_name) ) calc. min. = 10 at 0.9999995 1.999999 2.999999 3.999998 After 27 fn evals, and 15 gr evals and 0 hessian evals Termination code is 0 : Rvmminu appears to have converged ------------------------------------------------- > ansconf0c<-optimr(xx,maxfn, gr="grcentral", method="Rvmmin", control=list(maximize=TRUE, trace=2)) Initial parameters:[1] 1 1 1 1 parchanged = FALSE Parameter scaling:[1] 1 1 1 1 Using numerical approximation ' grcentral ' to gradient in optimr() Bounds: nolower = TRUE noupper = TRUE bounds = FALSE Rvmminu -- J C Nash 2009-2015 - an R implementation of Alg 21 Problem of size n= 4 Dot arguments: list() Initial fn= 4 ig= 1 gnorm= 7.483315 Reset Inv. Hessian approx at ilast = 1 1 1 4 Gradproj = -56 *ig= 2 gnorm= 4.489989 3 2 -4.96 Gradproj = -10.08 ig= 3 gnorm= 5.024294e-09 4 3 -10 Gradproj = -2.479276e-17 **********Unchanged in step redn No acceptable point Converged Seem to be done Rvmminu > proptimr(ansconf0c) # should work OK Result ansconf0c ( Rvmmin -> (no_name) ) calc. min. = 10 at 1 2 3 4 After 14 fn evals, and 3 gr evals and 0 hessian evals Termination code is 0 : Rvmminu appears to have converged ------------------------------------------------- > ansconf0n<-optimr(xx,maxfn, gr="grnd", method="Rvmmin", control=list(maximize=TRUE, trace=2)) Initial parameters:[1] 1 1 1 1 parchanged = FALSE Parameter scaling:[1] 1 1 1 1 Using numerical approximation ' grnd ' to gradient in optimr() Bounds: nolower = TRUE noupper = TRUE bounds = FALSE Rvmminu -- J C Nash 2009-2015 - an R implementation of Alg 21 Problem of size n= 4 Dot arguments: list() Initial fn= 4 ig= 1 gnorm= 7.483315 Reset Inv. Hessian approx at ilast = 1 1 1 4 Gradproj = -56 *ig= 2 gnorm= 4.489989 3 2 -4.96 Gradproj = -10.08 ig= 3 gnorm= 2.179982e-10 4 3 -10 Gradproj = -4.701376e-20 ******Unchanged in step redn No acceptable point Converged Seem to be done Rvmminu > proptimr(ansconf0n) # should work OK Result ansconf0n ( Rvmmin -> (no_name) ) calc. min. = 10 at 1 2 3 4 After 10 fn evals, and 3 gr evals and 0 hessian evals Termination code is 0 : Rvmminu appears to have converged ------------------------------------------------- > ansconf1<-optimr(xx,maxfn, gr="grfwd", method="Rvmmin", control=list(maximize=TRUE, fnscale=1)) > proptimr(ansconf1) # should work OK Result ansconf1 ( Rvmmin -> (no_name) ) calc. min. = 10 at 0.9999995 1.999999 2.999999 3.999998 After 27 fn evals, and 15 gr evals and 0 hessian evals Termination code is 0 : Rvmminu appears to have converged ------------------------------------------------- > # Warning > ansconf2<-optimr(xx,maxfn, gr="grfwd", method="Rvmmin", control=list(maximize=FALSE, fnscale=-1)) Warning message: In optimr(xx, maxfn, gr = "grfwd", method = "Rvmmin", control = list(maximize = FALSE, : optimr: use maximize control rather than fnscale > proptimr(ansconf2) # should work OK Result ansconf2 ( Rvmmin -> (no_name) ) calc. min. = 10 at 0.9999995 1.999999 2.999999 3.999998 After 27 fn evals, and 15 gr evals and 0 hessian evals Termination code is 0 : Rvmminu appears to have converged ------------------------------------------------- > > > maxall <- opm(xx, maxfn, gr=maxfn.g, hess=maxfn.h, method="ALL", control=list(maximize=TRUE)) There were 29 warnings (use warnings() to see them) > summary(maxall, order=value) p1 s1 p2 s2 p3 s3 p4 s4 value fevals nmkb 0.9995283 1.999960 3.000170 4.000172 10 112 pracmanm 1.0000092 1.999842 3.000041 3.999862 10 189 Nelder-Mead 1.0000233 2.000153 2.999933 4.000017 10 209 nlnm 1.0000004 2.000001 2.999999 4.000002 10 197 CG 1.0000000 2.000000 3.000000 3.999999 10 15 newuoa 1.0000000 2.000000 3.000000 4.000000 10 68 bobyqa 1.0000000 2.000000 3.000000 4.000000 10 93 BFGS 1.0000000 2.000000 3.000000 4.000000 10 5 L-BFGS-B 1.0000000 2.000000 3.000000 4.000000 10 4 nlm 1.0000000 2.000000 3.000000 4.000000 10 7 nlminb 1.0000000 2.000000 3.000000 4.000000 10 5 lbfgsb3c 1.0000000 2.000000 3.000000 4.000000 10 4 Rcgmin 1.0000000 2.000000 3.000000 4.000000 10 4 Rtnmin 1.0000000 2.000000 3.000000 4.000000 10 7 Rvmmin 1.0000000 2.000000 3.000000 4.000000 10 4 snewtonm 1.0000000 2.000000 3.000000 4.000000 10 16 spg 1.0000000 2.000000 3.000000 4.000000 10 31 ucminf 1.0000000 2.000000 3.000000 4.000000 10 3 hjkb 1.0000000 2.000000 3.000000 4.000000 10 212 hjn 1.0000000 2.000000 3.000000 4.000000 10 124 lbfgs 1.0000000 2.000000 3.000000 4.000000 10 3 subplex 1.0000000 2.000000 3.000000 4.000000 10 546 ncg 1.0000000 2.000000 3.000000 4.000000 10 4 nvm 1.0000000 2.000000 3.000000 4.000000 10 4 mla 1.0000000 2.000000 3.000000 4.000000 10 7 slsqp 1.0000000 2.000000 3.000000 4.000000 10 6 tnewt 1.0000000 2.000000 3.000000 4.000000 10 5 anms 1.0000000 2.000000 3.000000 4.000000 10 501 snewtm 1.0000000 2.000000 3.000000 4.000000 10 16 gevals hevals conv kkt1 kkt2 xtime nmkb 0 0 0 TRUE TRUE 0.00 pracmanm 0 0 0 TRUE TRUE 0.00 Nelder-Mead 0 0 0 TRUE TRUE 0.02 nlnm 0 0 0 TRUE TRUE 0.01 CG 8 0 0 TRUE TRUE 0.00 newuoa 0 0 0 TRUE TRUE 0.00 bobyqa 0 0 0 TRUE TRUE 0.00 BFGS 3 0 0 TRUE TRUE 0.00 L-BFGS-B 4 0 0 TRUE TRUE 0.00 nlm 7 7 0 TRUE TRUE 0.00 nlminb 2 2 0 TRUE TRUE 0.00 lbfgsb3c 4 0 0 TRUE TRUE 0.08 Rcgmin 2 0 0 TRUE TRUE 0.00 Rtnmin 7 0 0 TRUE TRUE 0.00 Rvmmin 3 0 2 TRUE TRUE 0.00 snewtonm 3 3 0 TRUE TRUE 0.00 spg 4 0 0 TRUE TRUE 0.00 ucminf 3 0 0 TRUE TRUE 0.00 hjkb 0 0 0 TRUE TRUE 0.01 hjn 0 0 0 TRUE TRUE 0.00 lbfgs 3 0 0 TRUE TRUE 0.00 subplex 0 0 0 TRUE TRUE 0.02 ncg 2 0 0 TRUE TRUE 0.00 nvm 3 0 2 TRUE TRUE 0.00 mla 4 4 0 TRUE TRUE 0.02 slsqp 5 0 0 TRUE TRUE 0.00 tnewt 4 0 0 TRUE TRUE 0.00 anms 0 0 0 TRUE TRUE 0.03 snewtm 3 3 0 TRUE TRUE 0.00 > > # specifying both maximize and fnscale gives maximize precedence with no message > ansmaxboth<-optimr(xx,maxfn, gr="grfwd", method="Rvmmin", control=list(maximize=TRUE, fnscale=-1.0, trace=2)) Initial parameters:[1] 1 1 1 1 parchanged = FALSE Parameter scaling:[1] 1 1 1 1 Using numerical approximation ' grfwd ' to gradient in optimr() Bounds: nolower = TRUE noupper = TRUE bounds = FALSE Rvmminu -- J C Nash 2009-2015 - an R implementation of Alg 21 Problem of size n= 4 Dot arguments: list() Initial fn= 4 ig= 1 gnorm= 13.56465 Reset Inv. Hessian approx at ilast = 1 1 1 4 Gradproj = -183.9999 *ig= 2 gnorm= 3.804792 3 2 -8.639998 Gradproj = -5.94588 ig= 3 gnorm= 2.855759 4 3 -9.157106 Gradproj = -2.293498 ig= 4 gnorm= 0.6918302 5 4 -9.923398 Gradproj = -0.1066547 ig= 5 gnorm= 0.6792094 6 5 -9.95836 Gradproj = -0.2224399 *ig= 6 gnorm= 0.5446848 8 6 -9.970856 Gradproj = -0.1257671 ig= 7 gnorm= 0.2927204 9 7 -9.979453 Gradproj = -0.02223421 ig= 8 gnorm= 0.1660062 10 8 -9.995099 Gradproj = -0.01704147 ig= 9 gnorm= 0.06793949 11 9 -9.998871 Gradproj = -0.001966741 ig= 10 gnorm= 0.01106384 12 10 -9.99998 Gradproj = -6.684127e-05 ig= 11 gnorm= 0.004497574 13 11 -9.999997 Gradproj = -8.012502e-06 ig= 12 gnorm= 0.0005488229 14 12 -10 Gradproj = -1.075937e-07 ig= 13 gnorm= 3.711149e-05 15 13 -10 Gradproj = -4.6129e-10 ig= 14 gnorm= 1.79744e-07 16 14 -10 Gradproj = -1.100046e-14 ig= 15 gnorm= 2.01168e-08 17 15 -10 Gradproj = -1.468632e-16 **********Unchanged in step redn No acceptable point Converged Seem to be done Rvmminu Warning message: In optimr(xx, maxfn, gr = "grfwd", method = "Rvmmin", control = list(maximize = TRUE, : optimr: use maximize control rather than fnscale > proptimr(ansmaxboth) Result ansmaxboth ( Rvmmin -> (no_name) ) calc. min. = 10 at 0.9999995 1.999999 2.999999 3.999998 After 27 fn evals, and 15 gr evals and 0 hessian evals Termination code is 0 : Rvmminu appears to have converged ------------------------------------------------- > # > # cat("using the negmax function should give same parameters\n") > ansnegmax<-optimr(xx,negmaxfn, gr="grfwd", method="Rvmmin", control=list(trace=0)) > proptimr(ansnegmax)# function value should be -10 however Result ansnegmax ( Rvmmin -> (no_name) ) calc. min. = -10 at 0.9999995 1.999999 2.999999 3.999998 After 27 fn evals, and 15 gr evals and 0 hessian evals Termination code is 0 : Rvmminu appears to have converged ------------------------------------------------- > # > ansmaxnm<-optimr(xx,maxfn, gr="grfwd", method="Nelder-Mead", control=list(maximize=TRUE,trace=1, maxit=2000)) parchanged = FALSE Parameter scaling:[1] 1 1 1 1 Using numerical approximation ' grfwd ' to gradient in optimr() Nelder-Mead direct search function minimizer function value for initial parameters = 4.000000 Scaled convergence tolerance is 5.96046e-08 Stepsize computed as 0.100000 BUILD 5 4.010000 3.410000 LO-REDUCTION 7 4.000000 3.410000 EXTENSION 9 3.810000 2.693594 LO-REDUCTION 11 3.610000 2.693594 EXTENSION 13 3.417500 2.069255 EXTENSION 15 3.410000 1.390620 EXTENSION 17 2.767461 0.054013 LO-REDUCTION 19 2.693594 0.054013 EXTENSION 21 2.069255 -1.886447 EXTENSION 23 1.390620 -3.725427 LO-REDUCTION 25 0.374264 -3.725427 EXTENSION 27 0.054013 -5.999933 EXTENSION 29 -1.886447 -6.726284 REFLECTION 31 -3.568294 -7.424433 LO-REDUCTION 33 -3.725427 -7.424433 LO-REDUCTION 35 -5.999933 -7.424433 HI-REDUCTION 37 -6.527099 -7.424433 LO-REDUCTION 39 -6.726284 -7.424433 EXTENSION 41 -6.982850 -7.622565 EXTENSION 43 -7.161421 -8.456640 LO-REDUCTION 45 -7.325424 -8.456640 LO-REDUCTION 47 -7.424433 -8.456640 REFLECTION 49 -7.622565 -8.695250 LO-REDUCTION 51 -8.211003 -8.695250 LO-REDUCTION 53 -8.336134 -8.695250 EXTENSION 55 -8.456640 -9.194764 LO-REDUCTION 57 -8.660001 -9.194764 LO-REDUCTION 59 -8.679007 -9.194764 LO-REDUCTION 61 -8.695250 -9.194764 EXTENSION 63 -8.935169 -9.452132 LO-REDUCTION 65 -8.957914 -9.452132 EXTENSION 67 -8.962329 -9.716923 LO-REDUCTION 69 -9.194764 -9.716923 LO-REDUCTION 71 -9.267177 -9.716923 REFLECTION 73 -9.452132 -9.764791 REFLECTION 75 -9.657870 -9.832752 EXTENSION 77 -9.675280 -9.896822 LO-REDUCTION 79 -9.716923 -9.910239 LO-REDUCTION 81 -9.764791 -9.910239 REFLECTION 83 -9.832752 -9.986868 HI-REDUCTION 85 -9.869898 -9.986868 LO-REDUCTION 87 -9.896822 -9.986868 LO-REDUCTION 89 -9.910239 -9.986868 LO-REDUCTION 91 -9.922076 -9.986868 LO-REDUCTION 93 -9.947441 -9.986868 LO-REDUCTION 95 -9.960733 -9.986868 LO-REDUCTION 97 -9.983068 -9.987158 HI-REDUCTION 99 -9.983586 -9.989369 HI-REDUCTION 101 -9.986451 -9.990216 HI-REDUCTION 103 -9.986868 -9.990247 HI-REDUCTION 105 -9.987158 -9.990247 HI-REDUCTION 107 -9.989369 -9.990247 HI-REDUCTION 109 -9.990121 -9.990678 REFLECTION 111 -9.990179 -9.990679 REFLECTION 113 -9.990216 -9.990954 HI-REDUCTION 115 -9.990247 -9.991103 HI-REDUCTION 117 -9.990678 -9.991322 EXTENSION 119 -9.990679 -9.992731 LO-REDUCTION 121 -9.990954 -9.992731 LO-REDUCTION 123 -9.991103 -9.992731 LO-REDUCTION 125 -9.991322 -9.992731 EXTENSION 127 -9.991545 -9.993946 LO-REDUCTION 129 -9.992042 -9.993946 EXTENSION 131 -9.992296 -9.994883 REFLECTION 133 -9.992731 -9.994910 EXTENSION 135 -9.993739 -9.997401 LO-REDUCTION 137 -9.993946 -9.997401 LO-REDUCTION 139 -9.994883 -9.997401 LO-REDUCTION 141 -9.994910 -9.997401 LO-REDUCTION 143 -9.995370 -9.997401 EXTENSION 145 -9.996719 -9.999095 LO-REDUCTION 147 -9.997184 -9.999095 EXTENSION 149 -9.997210 -9.999776 LO-REDUCTION 151 -9.997401 -9.999776 LO-REDUCTION 153 -9.998984 -9.999883 LO-REDUCTION 155 -9.999095 -9.999883 LO-REDUCTION 157 -9.999595 -9.999933 LO-REDUCTION 159 -9.999776 -9.999938 HI-REDUCTION 161 -9.999825 -9.999938 LO-REDUCTION 163 -9.999883 -9.999967 HI-REDUCTION 165 -9.999926 -9.999975 REFLECTION 167 -9.999933 -9.999989 HI-REDUCTION 169 -9.999938 -9.999989 LO-REDUCTION 171 -9.999967 -9.999994 LO-REDUCTION 173 -9.999975 -9.999994 HI-REDUCTION 175 -9.999976 -9.999994 LO-REDUCTION 177 -9.999989 -9.999996 HI-REDUCTION 179 -9.999992 -9.999997 REFLECTION 181 -9.999993 -9.999998 LO-REDUCTION 183 -9.999994 -10.000000 HI-REDUCTION 185 -9.999996 -10.000000 HI-REDUCTION 187 -9.999997 -10.000000 HI-REDUCTION 189 -9.999998 -10.000000 HI-REDUCTION 191 -9.999999 -10.000000 HI-REDUCTION 193 -9.999999 -10.000000 HI-REDUCTION 195 -9.999999 -10.000000 LO-REDUCTION 197 -10.000000 -10.000000 HI-REDUCTION 199 -10.000000 -10.000000 LO-REDUCTION 201 -10.000000 -10.000000 LO-REDUCTION 203 -10.000000 -10.000000 LO-REDUCTION 205 -10.000000 -10.000000 HI-REDUCTION 207 -10.000000 -10.000000 Exiting from Nelder Mead minimizer 209 function evaluations used > proptimr(ansmaxnm)# try with Nelder-Mead Result ansmaxnm ( Nelder-Mead -> (no_name) ) calc. min. = 10 at 1.000023 2.000153 2.999933 4.000017 After 209 fn evals, and 0 gr evals and 0 hessian evals Termination code is 0 : ------------------------------------------------- > # > ansmaxnmbad<-optimr(xx,negmaxfn, gr="grfwd", method="Nelder-Mead", control=list(maximize=TRUE,trace=1)) parchanged = FALSE Parameter scaling:[1] 1 1 1 1 Using numerical approximation ' grfwd ' to gradient in optimr() Nelder-Mead direct search function minimizer function value for initial parameters = -4.000000 Scaled convergence tolerance is 5.96046e-08 Stepsize computed as 0.100000 BUILD 5 -3.410000 -4.010000 EXTENSION 7 -3.610000 -4.806875 LO-REDUCTION 9 -3.810000 -4.806875 EXTENSION 11 -4.000000 -5.564326 EXTENSION 13 -4.010000 -6.448327 EXTENSION 15 -4.704219 -8.393480 LO-REDUCTION 17 -4.806875 -8.393480 EXTENSION 19 -5.564326 -12.420829 EXTENSION 21 -6.448327 -16.871273 LO-REDUCTION 23 -8.010313 -16.871273 EXTENSION 25 -8.393480 -27.249128 EXTENSION 27 -12.420829 -46.562973 LO-REDUCTION 29 -16.825506 -46.562973 EXTENSION 31 -16.871273 -77.965676 EXTENSION 33 -27.249128 -148.609564 LO-REDUCTION 35 -43.525138 -148.609564 EXTENSION 37 -46.562973 -276.992958 EXTENSION 39 -77.965676 -552.461560 LO-REDUCTION 41 -143.838426 -552.461560 EXTENSION 43 -148.609564 -1067.449557 EXTENSION 45 -276.992958 -2272.150574 LO-REDUCTION 47 -542.444400 -2272.150574 EXTENSION 49 -552.461560 -4417.962404 EXTENSION 51 -1067.449557 -9647.658595 LO-REDUCTION 53 -2199.735162 -9647.658595 EXTENSION 55 -2272.150574 -19095.960422 EXTENSION 57 -4417.962404 -41826.327435 LO-REDUCTION 59 -9400.758381 -41826.327435 EXTENSION 61 -9647.658595 -83304.754835 EXTENSION 63 -19095.960422 -183958.536063 LO-REDUCTION 65 -40993.737463 -183958.536063 EXTENSION 67 -41826.327435 -365588.117751 EXTENSION 69 -83304.754835 -811156.963700 LO-REDUCTION 71 -179827.861030 -811156.963700 EXTENSION 73 -183958.536063 -1613898.614814 EXTENSION 75 -365588.117751 -3578970.453267 LO-REDUCTION 77 -792986.384617 -3578970.453267 EXTENSION 79 -811156.963700 -7129828.096158 EXTENSION 81 -1613898.614814 -15816777.111873 LO-REDUCTION 83 -3504521.267350 -15816777.111873 EXTENSION 85 -3578970.453267 -31489422.561202 EXTENSION 87 -7129828.096158 -69919379.694770 LO-REDUCTION 89 -15485284.729041 -69919379.694770 EXTENSION 91 -15816777.111873 -139167484.858139 EXTENSION 93 -31489422.561202 -308988017.964104 LO-REDUCTION 95 -68435436.338231 -308988017.964104 EXTENSION 97 -69919379.694770 -615152765.678639 EXTENSION 99 -139167484.858139 -1365614560.746397 LO-REDUCTION 101 -302520741.652729 -1365614560.746397 EXTENSION 103 -308988017.964104 -2718563897.927454 EXTENSION 105 -615152765.678639 -6035943096.393718 LO-REDUCTION 107 -1337138927.068023 -6035943096.393718 EXTENSION 109 -1365614560.746397 -12014493609.910633 EXTENSION 111 -2718563897.927454 -26676146230.396255 LO-REDUCTION 113 -5909593984.070105 -26676146230.396255 EXTENSION 115 -6035943096.393718 -53099901320.879730 EXTENSION 117 -12014493609.910633 -117893604031.437195 LO-REDUCTION 119 -26118519531.020691 -117893604031.437195 EXTENSION 121 -26676146230.396255 -234673244907.262024 EXTENSION 123 -53099901320.879730 -521032125455.376709 LO-REDUCTION 125 -115433404747.902008 -521032125455.376709 EXTENSION 127 -117893604031.437195 -1037112108382.194336 EXTENSION 129 -234673244907.262024 -2302675941089.937500 LO-REDUCTION 131 -510152619152.581665 -2302675941089.937500 EXTENSION 133 -521032125455.376709 -4583450458113.377930 EXTENSION 135 -1037112108382.194336 -10176439125149.343750 LO-REDUCTION 137 -2254588774115.528809 -10176439125149.343750 EXTENSION 139 -2302675941089.937500 -20256177150221.269531 EXTENSION 141 -4583450458113.377930 -44973812124121.976562 LO-REDUCTION 143 -9964011358559.599609 -44973812124121.976562 EXTENSION 145 -10176439125149.343750 -89519875521496.515625 EXTENSION 147 -20256177150221.269531 -198757365680823.343750 LO-REDUCTION 149 -44034999575152.546875 -198757365680823.343750 EXTENSION 151 -44973812124121.976562 -395623354824783.437500 EXTENSION 153 -89519875521496.515625 -878385993366807.500000 LO-REDUCTION 155 -194607998342635.250000 -878385993366807.500000 EXTENSION 157 -198757365680823.343750 -1748414938526208.000000 EXTENSION 159 -395623354824783.437500 -3881927745741704.500000 LO-REDUCTION 161 -860049528411835.625000 -3881927745741704.500000 EXTENSION 163 -878385993366807.500000 -7726920179951362.000000 EXTENSION 165 -1748414938526208.000000 -17155745405458812.000000 LO-REDUCTION 167 -3800894051452173.000000 -17155745405458812.000000 EXTENSION 169 -3881927745741704.500000 -34148234209334464.000000 EXTENSION 171 -7726920179951362.000000 -75817855170914288.000000 LO-REDUCTION 173 -16797618078154106.000000 -75817855170914288.000000 EXTENSION 175 -17155745405458812.000000 -150914226448025536.000000 EXTENSION 177 -34148234209334464.000000 -335068263677105024.000000 LO-REDUCTION 179 -74235158597101152.000000 -335068263677105024.000000 EXTENSION 181 -75817855170914288.000000 -666948057292723968.000000 EXTENSION 183 -150914226448025536.000000 -1480795645857851648.000000 LO-REDUCTION 185 -328073789020559744.000000 -1480795645857851648.000000 EXTENSION 187 -335068263677105024.000000 -2947499784090816000.000000 EXTENSION 189 -666948057292723968.000000 -6544205599687078912.000000 LO-REDUCTION 191 -1449884282525684736.000000 -6544205599687078912.000000 EXTENSION 193 -1480795645857851648.000000 -13026134996046712832.000000 EXTENSION 195 -2947499784090816000.000000 -28921359841049079808.000000 LO-REDUCTION 197 -6407596200732641280.000000 -28921359841049079808.000000 EXTENSION 199 -6544205599687078912.000000 -57567498863865233418.000000 EXTENSION 201 -13026134996046712832.000000 -127814606131894992906.000000 LO-REDUCTION 203 -28317631707266461696.000000 -127814606131894992906.000000 EXTENSION 205 -28921359841049079808.000000 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LO-REDUCTION 719 -897778097375129416960002444828028024064680280482026842224428684460484224486.000000 -4052215695054039806820808082826806664884868482444682602248082262408488248882.000000 EXTENSION 721 -916918607687368392242482484088620646006202044022682248466086262480480040806.000000 -8065869517943223161604222244828068082608206660044448266622640644448642444286.000000 EXTENSION 723 -1825111594431515290980606602000226028828660408224022048808022620284664462084.000000 -17908298404650764822444802246466262462260624068864828482806426022446066246682.000000 LO-REDUCTION 725 -3967626424372508640426844660008464480228628240440406406288626440406620660002.000000 -17908298404650764822444802246466262462260624068864828482806426022446066246682.000000 EXTENSION 727 -4052215695054039806820808082826806664884868482444682602248082262408488248882.000000 -35646177077051561008462020664620802084068060644424460288882640068288226848268.000000 EXTENSION 729 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799 -224922950072170902128408886840206484620042488842082882666244864202642060624646460286.000000 -1978582560832442067042026264026666028828224624000846826644048626622860246888084404882.000000 EXTENSION 801 -447705478532972150806668406880262268664246626062228624420600004488882006642082482006.000000 -4392960590151073092488204088660246086002684248224640442222222208024020420086280444608.000000 LO-REDUCTION 803 -973270945395012875866080606846224826444664848460204840626626880424608002064006484622.000000 -4392960590151073092488204088660246086002684248224640442222222208024020420086280444608.000000 EXTENSION 805 -994020953243724978502868828066004260644680466226826686084000240802464464620288862464.000000 -8744116696668807579484224626080262840248882048242606444224888200286282480666640248284.000000 EXTENSION 807 -1978582560832442067042026264026666028828224624000846826644048626622860246888084404882.000000 -19414181042810221364888026666862060262840444848046284200462442824664482828286806080286.000000 LO-REDUCTION 809 -4301258331333226932886660006488240460484284266064044840442082860420642422826202264200.000000 -19414181042810221364888026666862060262840444848046284200462442824664482828286806080286.000000 EXTENSION 811 -4392960590151073092488204088660246086002684248224640442222222208024020420086280444608.000000 -38643612007170284964448006226844844884460602220684480622200420446202242840608008064024.000000 EXTENSION 813 -8744116696668807579484224626080262840248882048242606444224888200286282480666640248284.000000 -85798726810351307200060686020208000022440440822880480484660222826224242480680602204420.000000 LO-REDUCTION 815 -19008913520329866792402488280004682684082084240286480222848620266682880226624460264646.000000 -85798726810351307200060686020208000022440440822880480484660222826224242480680602204420.000000 EXTENSION 817 -19414181042810221364888026666862060262840444848046284200462442824664482828286806080286.000000 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LO-REDUCTION 899 -20607345274912732524804208028440240688882448606244422422224484884242662426482028260486602402224.000000 -93013416344804278864224042486684688848604686406224260406684068620268826044622088200220640062408.000000 EXTENSION 901 -21046691151021281698262406840288264428028446220024288844460202222046822040068046284082062080606.000000 -185141694350333469840604068282844864868460886846200440068200200684024886448426260660260008202644.000000 EXTENSION 903 -41893096859525409084042626660606626028866644604642886828206606024822680602286446626444006664668.000000 -411062031463890838848888666264242080488604666606868848682484826400662064442684662422482682244280.000000 LO-REDUCTION 905 -91071778079642834866888084008262064468460082620686040026600064224420640446086008482220462644666.000000 -411062031463890838848888666264242080488604666606868848682484826400662064442684662422482682244280.000000 EXTENSION 907 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-35480739942743302884248882424680846200468600024406000420228260642200080460082840662844440662040684.000000 -312113873989369962582404468820268480264842888660660468864606268084802242060628204020066048220068064.000000 EXTENSION 933 -70623836516784299344806086644208026040826600840460222228248420400200408848802864404284022284240282.000000 -692972825707016082924820026442842484802202288462826224600088884064600202802682206202080680266202860.000000 LO-REDUCTION 935 -153529790073925222432684404264884082040228802220204220048806660286244082664044400266862880842088806.000000 -692972825707016082924820026442842484802202288462826224600088884064600202802682206202080680266202860.000000 EXTENSION 937 -156803024895244357984664860660666482242644044466868822280420448062448448840804248482460086662062820.000000 -1379351153112461569448648842462220022866064886604024448048622622628466888266064208044460068844602246.000000 EXTENSION 939 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-13534422843021387463606466666426608280866080860200202202484022828480282282404068800406604006408448020.000000 -119058428673204785096066602226466082286828862806680882000282648042280268608084244204082822064686826088.000000 EXTENSION 957 -26940048819643326598820440644844600284844206202664480084022200802040200824884688684482624022262888262.000000 -264340238027092192742422680680044006804684686064248260868286682640426064606686820082462246044846846628.000000 LO-REDUCTION 959 -58565213161113995388680426828206004208220048480800884226668286428006286086824046488284288206828664804.000000 -264340238027092192742422680680044006804684686064248260868286682640426064606686820082462246044846846628.000000 EXTENSION 961 -59813815760939280776446044886428848226248020842042668460862006028242008884006686206222440866822828440.000000 -526164949923808548988260426260608060264866622820644268826482264062042826460688426402400022024800682408.000000 EXTENSION 963 -119058428673204785096066602226466082286828862806680882000282648042280268608084244204082822064686826088.000000 -1168221096602422509460268624446842862006626808004404686846042208886226466462204880020280206224066006226.000000 LO-REDUCTION 965 -258822183306119094204868060428462440868420026488404222422244604000042028200822228224888002822824644222.000000 -1168221096602422509460268624446842862006626808004404686846042208886226466462204880020280206224066006226.000000 EXTENSION 967 -264340238027092192742422680680044006804684686064248260868286682640426064606686820082462246044846846628.000000 -2325325116529373403888242666640862488842068864860448624886482420224486282482644664440882860680406026080.000000 EXTENSION 969 -526164949923808548988260426260608060264866622820644268826482264062042826460688426402400022024800682408.000000 -5162817967982213969846284406864660684406860466264668668864604468000066608688662008420066880622064806604.000000 LO-REDUCTION 971 -1143834692226912550926066660460464086220604268008228648460448060264648240246088646402808408668648262082.000000 -5162817967982213969846284406864660684406860466264668668864604468000066608688662008420066880622064806604.000000 EXTENSION 973 -1168221096602422509460268624446842862006626808004404686846042208886226466462204880020280206224066006226.000000 -10276505301893114238642280846602484200220684446028880446844482400604262886840644006608080824646028402822.000000 EXTENSION 975 -2325325116529373403888242666640862488842068864860448624886482420224486282482644664440882860680406026080.000000 -22816476648162526090664224842226828262482286202640026280060446622462260628480284820240488480464046668046.000000 LO-REDUCTION 977 -5055045075461669743402068020286466864808686842022882866864020262088282840246802282068208600046646040844.000000 -22816476648162526090664224842226828262482286202640026280060446622462260628480284820240488480464046668046.000000 EXTENSION 979 -5162817967982213969846284406864660684406860466264668668864604468000066608688662008420066880622064806604.000000 -45415826143682930688840246082266042260800602666444020486648624442060200404446206804266484842802260400404.000000 EXTENSION 981 -10276505301893114238642280846602484200220684446028880446844482400604262886840644006608080824646028402822.000000 -100834778577252213760660062000082840260440022004446820068664208802866048882286804422682662662464602644800.000000 LO-REDUCTION 983 -22340186819477946736482606608004406082282884682080080440468282806862842460280006208420008866846880060820.000000 -100834778577252213760660062000082840260440022004446820068664208802866048882286804422682662662464602644800.000000 EXTENSION 985 -22816476648162526090664224842226828262482286202640026280060446622462260628480284820240488480464046668046.000000 -200709988825993843782048044022628860066440408606822600446666424084040202864860046208666428286488408222442.000000 EXTENSION 987 -45415826143682930688840246082266042260800602666444020486648624442060200404446206804266484842802260400404.000000 -445627636883292057526684088824488400226824206882846026800646848400846448280068404006246848626046244424082.000000 LO-REDUCTION 989 -98729870788263044720802068268606464484280084000626260644660648664460646462662484486666660200028020444686.000000 -445627636883292057526684088824488400226824206882846026800646848400846448280068404006246848626046244424082.000000 EXTENSION 991 -100834778577252213760660062000082840260440022004446820068664208802866048882286804422682662662464602644800.000000 -887014572565116858880820220228206804042842806446800846860848848466464040604608822246400886862408686482844.000000 EXTENSION 993 -200709988825993843782048044022628860066440408606822600446666424084040202864860046208666428286488408222442.000000 -1969399780077333971042002668268228226008224220226862248848480268068884020042400208068228408620248844686862.000000 LO-REDUCTION 995 -436325240457183310688208006008224604088288824224242486468644682226880262664628406068240640666264286282866.000000 -1969399780077333971042002668268228226008224220226862248848480268068884020042400208068228408620248844686862.000000 EXTENSION 997 -445627636883292057526684088824488400226824206882846026800646848400846448280068404006246848626046244424082.000000 -3920058271863050495684404008626268864228662640026880662402260802246428204246682844628206028226042442826020.000000 EXTENSION 999 -887014572565116858880820220228206804042842806446800846860848848466464040604608822246400886862408686482844.000000 -8703534459610784103286888408848444640866682684860608202264004484080020404022662200428622888606244266804668.000000 Exiting from Nelder Mead minimizer 1001 function evaluations used > # THIS SHOULD FAIL UNBOUNDED > proptimr(ansmaxnmbad) Result ansmaxnmbad ( Nelder-Mead -> (no_name) ) calc. min. = 8.703534e+105 at 5.323657e+52 5.786335e+51 -6.053424e+51 -7.615298e+52 After 1001 fn evals, and 0 gr evals and 0 hessian evals Termination code is 1 : ------------------------------------------------- > # > ansmaxnmbad2<-optimr(xx,negmaxfn, gr="grfwd", method="Nelder-Mead", control=list(maximize=FALSE, + fnscale=-1, trace=2)) Initial parameters:[1] 1 1 1 1 parchanged = FALSE Parameter scaling:[1] 1 1 1 1 Using numerical approximation ' grfwd ' to gradient in optimr() Nelder-Mead direct search function minimizer function value for initial parameters = -4.000000 Scaled convergence tolerance is 5.96046e-08 Stepsize computed as 0.100000 BUILD 5 -3.410000 -4.010000 EXTENSION 7 -3.610000 -4.806875 LO-REDUCTION 9 -3.810000 -4.806875 EXTENSION 11 -4.000000 -5.564326 EXTENSION 13 -4.010000 -6.448327 EXTENSION 15 -4.704219 -8.393480 LO-REDUCTION 17 -4.806875 -8.393480 EXTENSION 19 -5.564326 -12.420829 EXTENSION 21 -6.448327 -16.871273 LO-REDUCTION 23 -8.010313 -16.871273 EXTENSION 25 -8.393480 -27.249128 EXTENSION 27 -12.420829 -46.562973 LO-REDUCTION 29 -16.825506 -46.562973 EXTENSION 31 -16.871273 -77.965676 EXTENSION 33 -27.249128 -148.609564 LO-REDUCTION 35 -43.525138 -148.609564 EXTENSION 37 -46.562973 -276.992958 EXTENSION 39 -77.965676 -552.461560 LO-REDUCTION 41 -143.838426 -552.461560 EXTENSION 43 -148.609564 -1067.449557 EXTENSION 45 -276.992958 -2272.150574 LO-REDUCTION 47 -542.444400 -2272.150574 EXTENSION 49 -552.461560 -4417.962404 EXTENSION 51 -1067.449557 -9647.658595 LO-REDUCTION 53 -2199.735162 -9647.658595 EXTENSION 55 -2272.150574 -19095.960422 EXTENSION 57 -4417.962404 -41826.327435 LO-REDUCTION 59 -9400.758381 -41826.327435 EXTENSION 61 -9647.658595 -83304.754835 EXTENSION 63 -19095.960422 -183958.536063 LO-REDUCTION 65 -40993.737463 -183958.536063 EXTENSION 67 -41826.327435 -365588.117751 EXTENSION 69 -83304.754835 -811156.963700 LO-REDUCTION 71 -179827.861030 -811156.963700 EXTENSION 73 -183958.536063 -1613898.614814 EXTENSION 75 -365588.117751 -3578970.453267 LO-REDUCTION 77 -792986.384617 -3578970.453267 EXTENSION 79 -811156.963700 -7129828.096158 EXTENSION 81 -1613898.614814 -15816777.111873 LO-REDUCTION 83 -3504521.267350 -15816777.111873 EXTENSION 85 -3578970.453267 -31489422.561202 EXTENSION 87 -7129828.096158 -69919379.694770 LO-REDUCTION 89 -15485284.729041 -69919379.694770 EXTENSION 91 -15816777.111873 -139167484.858139 EXTENSION 93 -31489422.561202 -308988017.964104 LO-REDUCTION 95 -68435436.338231 -308988017.964104 EXTENSION 97 -69919379.694770 -615152765.678639 EXTENSION 99 -139167484.858139 -1365614560.746397 LO-REDUCTION 101 -302520741.652729 -1365614560.746397 EXTENSION 103 -308988017.964104 -2718563897.927454 EXTENSION 105 -615152765.678639 -6035943096.393718 LO-REDUCTION 107 -1337138927.068023 -6035943096.393718 EXTENSION 109 -1365614560.746397 -12014493609.910633 EXTENSION 111 -2718563897.927454 -26676146230.396255 LO-REDUCTION 113 -5909593984.070105 -26676146230.396255 EXTENSION 115 -6035943096.393718 -53099901320.879730 EXTENSION 117 -12014493609.910633 -117893604031.437195 LO-REDUCTION 119 -26118519531.020691 -117893604031.437195 EXTENSION 121 -26676146230.396255 -234673244907.262024 EXTENSION 123 -53099901320.879730 -521032125455.376709 LO-REDUCTION 125 -115433404747.902008 -521032125455.376709 EXTENSION 127 -117893604031.437195 -1037112108382.194336 EXTENSION 129 -234673244907.262024 -2302675941089.937500 LO-REDUCTION 131 -510152619152.581665 -2302675941089.937500 EXTENSION 133 -521032125455.376709 -4583450458113.377930 EXTENSION 135 -1037112108382.194336 -10176439125149.343750 LO-REDUCTION 137 -2254588774115.528809 -10176439125149.343750 EXTENSION 139 -2302675941089.937500 -20256177150221.269531 EXTENSION 141 -4583450458113.377930 -44973812124121.976562 LO-REDUCTION 143 -9964011358559.599609 -44973812124121.976562 EXTENSION 145 -10176439125149.343750 -89519875521496.515625 EXTENSION 147 -20256177150221.269531 -198757365680823.343750 LO-REDUCTION 149 -44034999575152.546875 -198757365680823.343750 EXTENSION 151 -44973812124121.976562 -395623354824783.437500 EXTENSION 153 -89519875521496.515625 -878385993366807.500000 LO-REDUCTION 155 -194607998342635.250000 -878385993366807.500000 EXTENSION 157 -198757365680823.343750 -1748414938526208.000000 EXTENSION 159 -395623354824783.437500 -3881927745741704.500000 LO-REDUCTION 161 -860049528411835.625000 -3881927745741704.500000 EXTENSION 163 -878385993366807.500000 -7726920179951362.000000 EXTENSION 165 -1748414938526208.000000 -17155745405458812.000000 LO-REDUCTION 167 -3800894051452173.000000 -17155745405458812.000000 EXTENSION 169 -3881927745741704.500000 -34148234209334464.000000 EXTENSION 171 -7726920179951362.000000 -75817855170914288.000000 LO-REDUCTION 173 -16797618078154106.000000 -75817855170914288.000000 EXTENSION 175 -17155745405458812.000000 -150914226448025536.000000 EXTENSION 177 -34148234209334464.000000 -335068263677105024.000000 LO-REDUCTION 179 -74235158597101152.000000 -335068263677105024.000000 EXTENSION 181 -75817855170914288.000000 -666948057292723968.000000 EXTENSION 183 -150914226448025536.000000 -1480795645857851648.000000 LO-REDUCTION 185 -328073789020559744.000000 -1480795645857851648.000000 EXTENSION 187 -335068263677105024.000000 -2947499784090816000.000000 EXTENSION 189 -666948057292723968.000000 -6544205599687078912.000000 LO-REDUCTION 191 -1449884282525684736.000000 -6544205599687078912.000000 EXTENSION 193 -1480795645857851648.000000 -13026134996046712832.000000 EXTENSION 195 -2947499784090816000.000000 -28921359841049079808.000000 LO-REDUCTION 197 -6407596200732641280.000000 -28921359841049079808.000000 EXTENSION 199 -6544205599687078912.000000 -57567498863865233418.000000 EXTENSION 201 -13026134996046712832.000000 -127814606131894992906.000000 LO-REDUCTION 203 -28317631707266461696.000000 -127814606131894992906.000000 EXTENSION 205 -28921359841049079808.000000 -254412900990312153188.000000 EXTENSION 207 -57567498863865233418.000000 -564861874939747041380.000000 LO-REDUCTION 209 -125146499837717151744.000000 -564861874939747041380.000000 EXTENSION 211 -127814606131894992906.000000 -1124348385644512542720.000000 EXTENSION 213 -254412900990312153188.000000 -2496341710522527252480.000000 LO-REDUCTION 215 -553070480670967201802.000000 -2496341710522527252480.000000 EXTENSION 217 -564861874939747041380.000000 -4968927646333576151240.000000 EXTENSION 219 -1124348385644512542720.000000 -11032293374578659426464.000000 LO-REDUCTION 221 -2444231022341979111464.000000 -11032293374578659426464.000000 EXTENSION 223 -2496341710522527252480.000000 -21959600846744737284846.000000 EXTENSION 225 -4968927646333576151240.000000 -48755944282961221780286.000000 LO-REDUCTION 227 -10801996260401775378462.000000 -48755944282961221780286.000000 EXTENSION 229 -11032293374578659426464.000000 -97047915128956485896444.000000 EXTENSION 231 -21959600846744737284846.000000 -215471254814667344704084.000000 LO-REDUCTION 233 -47738172706120355808082.000000 -215471254814667344704084.000000 EXTENSION 235 -48755944282961221780286.000000 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EXTENSION 711 -93447112853872106018002088808402006422600828282808268622006620282204062206.000000 -916918607687368392242482484088620646006202044022682248466086262480480040806.000000 LO-REDUCTION 713 -203145514702528719328446426260046280022808668820688606428828046026040068846.000000 -916918607687368392242482484088620646006202044022682248466086262480480040806.000000 EXTENSION 715 -207476550211656619546606004246266868860646840480086022044602848668402262404.000000 -1825111594431515290980606602000226028828660408224022048808022620284664462084.000000 EXTENSION 717 -412978703005072976244044648200606286266480008262084220428606682062604846262.000000 -4052215695054039806820808082826806664884868482444682602248082262408488248882.000000 LO-REDUCTION 719 -897778097375129416960002444828028024064680280482026842224428684460484224486.000000 -4052215695054039806820808082826806664884868482444682602248082262408488248882.000000 EXTENSION 721 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EXTENSION 909 -185141694350333469840604068282844864868460886846200440068200200684024886448426260660260008202644.000000 -1816641086322807536002602442022202082806860206028206828686048262620664868420080608888484686260028.000000 LO-REDUCTION 911 -402481185807318367606040460448606404068402444488008684082642042224660282606486842066286606822460.000000 -1816641086322807536002602442022202082806860206028206828686048262620664868420080608888484686260028.000000 EXTENSION 913 -411062031463890838848888666264242080488604666606868848682484826400662064442684662422482682244280.000000 -3615994573314289861662846220662626888264466400426822682888220626088202800822444244886084842468808.000000 EXTENSION 915 -818212296451855458566068806600286682822264628024862646808828844044828882000868220640202602406686.000000 -8028435087432806635288440642426608640422800440482064602402800028286800422464442666464844682222680.000000 LO-REDUCTION 917 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-3062513223129348412482880844808000688846062088686286622426620660624400060260044442660268044060262206.000000 -26940048819643326598820440644844600284844206202664480084022200802040200824884688684482624022262888262.000000 EXTENSION 951 -6095882824028117067884848028800226200466860824848228848664468660826204048084600888408460808428220206.000000 -59813815760939280776446044886428848226248020842042668460862006028242008884006686206222440866822828440.000000 LO-REDUCTION 953 -13251894210899457757064804004840468022860880064684620664682286868404208448668888880288044000444488204.000000 -59813815760939280776446044886428848226248020842042668460862006028242008884006686206222440866822828440.000000 EXTENSION 955 -13534422843021387463606466666426608280866080860200202202484022828480282282404068800406604006408448020.000000 -119058428673204785096066602226466082286828862806680882000282648042280268608084244204082822064686826088.000000 EXTENSION 957 -26940048819643326598820440644844600284844206202664480084022200802040200824884688684482624022262888262.000000 -264340238027092192742422680680044006804684686064248260868286682640426064606686820082462246044846846628.000000 LO-REDUCTION 959 -58565213161113995388680426828206004208220048480800884226668286428006286086824046488284288206828664804.000000 -264340238027092192742422680680044006804684686064248260868286682640426064606686820082462246044846846628.000000 EXTENSION 961 -59813815760939280776446044886428848226248020842042668460862006028242008884006686206222440866822828440.000000 -526164949923808548988260426260608060264866622820644268826482264062042826460688426402400022024800682408.000000 EXTENSION 963 -119058428673204785096066602226466082286828862806680882000282648042280268608084244204082822064686826088.000000 -1168221096602422509460268624446842862006626808004404686846042208886226466462204880020280206224066006226.000000 LO-REDUCTION 965 -258822183306119094204868060428462440868420026488404222422244604000042028200822228224888002822824644222.000000 -1168221096602422509460268624446842862006626808004404686846042208886226466462204880020280206224066006226.000000 EXTENSION 967 -264340238027092192742422680680044006804684686064248260868286682640426064606686820082462246044846846628.000000 -2325325116529373403888242666640862488842068864860448624886482420224486282482644664440882860680406026080.000000 EXTENSION 969 -526164949923808548988260426260608060264866622820644268826482264062042826460688426402400022024800682408.000000 -5162817967982213969846284406864660684406860466264668668864604468000066608688662008420066880622064806604.000000 LO-REDUCTION 971 -1143834692226912550926066660460464086220604268008228648460448060264648240246088646402808408668648262082.000000 -5162817967982213969846284406864660684406860466264668668864604468000066608688662008420066880622064806604.000000 EXTENSION 973 -1168221096602422509460268624446842862006626808004404686846042208886226466462204880020280206224066006226.000000 -10276505301893114238642280846602484200220684446028880446844482400604262886840644006608080824646028402822.000000 EXTENSION 975 -2325325116529373403888242666640862488842068864860448624886482420224486282482644664440882860680406026080.000000 -22816476648162526090664224842226828262482286202640026280060446622462260628480284820240488480464046668046.000000 LO-REDUCTION 977 -5055045075461669743402068020286466864808686842022882866864020262088282840246802282068208600046646040844.000000 -22816476648162526090664224842226828262482286202640026280060446622462260628480284820240488480464046668046.000000 EXTENSION 979 -5162817967982213969846284406864660684406860466264668668864604468000066608688662008420066880622064806604.000000 -45415826143682930688840246082266042260800602666444020486648624442060200404446206804266484842802260400404.000000 EXTENSION 981 -10276505301893114238642280846602484200220684446028880446844482400604262886840644006608080824646028402822.000000 -100834778577252213760660062000082840260440022004446820068664208802866048882286804422682662662464602644800.000000 LO-REDUCTION 983 -22340186819477946736482606608004406082282884682080080440468282806862842460280006208420008866846880060820.000000 -100834778577252213760660062000082840260440022004446820068664208802866048882286804422682662662464602644800.000000 EXTENSION 985 -22816476648162526090664224842226828262482286202640026280060446622462260628480284820240488480464046668046.000000 -200709988825993843782048044022628860066440408606822600446666424084040202864860046208666428286488408222442.000000 EXTENSION 987 -45415826143682930688840246082266042260800602666444020486648624442060200404446206804266484842802260400404.000000 -445627636883292057526684088824488400226824206882846026800646848400846448280068404006246848626046244424082.000000 LO-REDUCTION 989 -98729870788263044720802068268606464484280084000626260644660648664460646462662484486666660200028020444686.000000 -445627636883292057526684088824488400226824206882846026800646848400846448280068404006246848626046244424082.000000 EXTENSION 991 -100834778577252213760660062000082840260440022004446820068664208802866048882286804422682662662464602644800.000000 -887014572565116858880820220228206804042842806446800846860848848466464040604608822246400886862408686482844.000000 EXTENSION 993 -200709988825993843782048044022628860066440408606822600446666424084040202864860046208666428286488408222442.000000 -1969399780077333971042002668268228226008224220226862248848480268068884020042400208068228408620248844686862.000000 LO-REDUCTION 995 -436325240457183310688208006008224604088288824224242486468644682226880262664628406068240640666264286282866.000000 -1969399780077333971042002668268228226008224220226862248848480268068884020042400208068228408620248844686862.000000 EXTENSION 997 -445627636883292057526684088824488400226824206882846026800646848400846448280068404006246848626046244424082.000000 -3920058271863050495684404008626268864228662640026880662402260802246428204246682844628206028226042442826020.000000 EXTENSION 999 -887014572565116858880820220228206804042842806446800846860848848466464040604608822246400886862408686482844.000000 -8703534459610784103286888408848444640866682684860608202264004484080020404022662200428622888606244266804668.000000 Exiting from Nelder Mead minimizer 1001 function evaluations used Warning message: In optimr(xx, negmaxfn, gr = "grfwd", method = "Nelder-Mead", control = list(maximize = FALSE, : optimr: use maximize control rather than fnscale > # THIS SHOULD FAIL UNBOUNDED ALSO > proptimr(ansmaxnmbad2) Result ansmaxnmbad2 ( Nelder-Mead -> (no_name) ) calc. min. = 8.703534e+105 at 5.323657e+52 5.786335e+51 -6.053424e+51 -7.615298e+52 After 1001 fn evals, and 0 gr evals and 0 hessian evals Termination code is 1 : ------------------------------------------------- > # > # # Test Carlo Lapid suggested fix for optimr() 180313 > # amaxo<-optimr(xx, maxfn, method="L-BFGS-B", control=list(maximize=TRUE, trace=0)) > # proptimr(amaxo) > # > # cat("using the negmax function should give same parameters\n") > # anegmaxo<-optimr(xx,negmaxfn, method="L-BFGS-B", control=list(trace=0)) > # proptimr(anegmaxo) > # > # cat("WARNING -- this example should FAIL\n") > # cat("maximize=TRUE is NOT set up in hjn()\n") > # # 160706 -- not set up to maximize, except through optimr perhaps > # n<-4 > # xx<-rep(1,n) > # ansmax<-try(hjn(xx,maxfn, control=list(maximize=TRUE,trace=1, maxit=10, maxfeval=2000))) > # print(ansmax) > # > cat("\nTry to maximize through optimr()\n") Try to maximize through optimr() > anshjno<-try(optimr(xx,maxfn, method="hjn", control=list(maximize=TRUE,trace=1, maxit=10, maxfeval=2000))) parchanged = FALSE Parameter scaling:[1] 1 1 1 1 hjn:bdmsk:[1] 1 1 1 1 Exploratory move - stepsize = 1 axial search with stepsize = 1 fn value = -5 after 6 maxfeval = 2000 Exploratory move - stepsize = 1 axial search with stepsize = 1 fn value = -9 after 12 maxfeval = 2000 Exploratory move - stepsize = 1 axial search with stepsize = 1 fn value = -9 after 20 maxfeval = 2000 Exploratory move - stepsize = 1 axial search with stepsize = 1 fn value = -10 after 28 maxfeval = 2000 Exploratory move - stepsize = 1 axial search with stepsize = 1 fn value = -10 after 36 maxfeval = 2000 Exploratory move - stepsize = 1 axial search with stepsize = 1 fn value = -10 after 44 maxfeval = 2000 Exploratory move - stepsize = 0.2 axial search with stepsize = 0.2 fn value = -10 after 52 maxfeval = 2000 Exploratory move - stepsize = 0.04 axial search with stepsize = 0.04 fn value = -10 after 60 maxfeval = 2000 Exploratory move - stepsize = 0.008 axial search with stepsize = 0.008 fn value = -10 after 68 maxfeval = 2000 Exploratory move - stepsize = 0.0016 axial search with stepsize = 0.0016 fn value = -10 after 76 maxfeval = 2000 Exploratory move - stepsize = 0.00032 axial search with stepsize = 0.00032 fn value = -10 after 84 maxfeval = 2000 Exploratory move - stepsize = 6.4e-05 axial search with stepsize = 6.4e-05 fn value = -10 after 92 maxfeval = 2000 Exploratory move - stepsize = 1.28e-05 axial search with stepsize = 1.28e-05 fn value = -10 after 100 maxfeval = 2000 Exploratory move - stepsize = 2.56e-06 axial search with stepsize = 2.56e-06 fn value = -10 after 108 maxfeval = 2000 Exploratory move - stepsize = 5.12e-07 axial search with stepsize = 5.12e-07 fn value = -10 after 116 maxfeval = 2000 Exploratory move - stepsize = 1.024e-07 axial search with stepsize = 1.024e-07 fn value = -10 after 124 maxfeval = 2000 > proptimr(anshjno) Result anshjno ( hjn -> (no_name) ) calc. min. = 10 at 1 2 3 4 After 124 fn evals, and 0 gr evals and 0 hessian evals Termination code is 0 : hjn success ------------------------------------------------- > # Check kkt conditions > xxh<-anshjno$par > xxhkkt<-kktchk(xxh, maxfn, "grcentral", maximize=TRUE, control=list(trace=2)) kktchk: kkttol= 0.001 kkt2tol= 1e-06 control$trace= 2 KKT condition testing Number of parameters = 4 fval = 10 Initial parameters:[1] 1 2 3 4 attr(,"status") [1] " " " " " " " " parchanged = FALSE existing parameter status:[1] " " " " " " " " Number of free parameters = 4 gradient:[1] 0 0 0 0 projected gradient:[1] 0 0 0 0 max abs projected gradient element = 0 test tol = 0.011 KKT1 result = TRUE Maximizing: use negative Hessian Hessian eigenvalues of constrained Hessian: [1] 2 2 2 2 KKT2 result = TRUE > > proc.time() user system elapsed 1.48 0.12 1.59