constrOptim and function with additional parameters? (PR#7089)

I've moved this from r-help to r-bugs.  If you reply, please be
careful that replies go to the right place:  r-bugs if your comment is
specifically about the bug (and it contains the PR# in the subject
that will be added when this is cc'd to r-devel), r-devel if general
discussion, not both.

On Wed, 14 Jul 2004 10:01:45 -0400, "Roger D. Peng" <rpeng@jhsph.edu>
wrote :

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

This is the problem all right, but it's a little tricky to fix.  The
problem is that "..." is documented as being additional parameters to
pass through to optim().  You don't want to pass all of those to f(),
only the ones that don't match optim()'s arg list.  (And that has to
be done carefully, because of partial argument matching.)

I don't know of other cases where we edit the "..." list before
passing it onwards.  Are there any?

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@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