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* Change definition of helper functions to remove CRAN note on repeat…
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…ed function names.
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@theo-s
theo-s committed Apr 18, 2022
1 parent 0e50022 commit 4c80c1c
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Showing 2 changed files with 100 additions and 80 deletions.
4 changes: 2 additions & 2 deletions DESCRIPTION
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
Package: rgenoud
Version: 5.9-0.1
Date: 2022-04-14
Version: 5.9-0.2
Date: 2022-04-18
Title: R Version of GENetic Optimization Using Derivatives
Authors@R: c(
person("Walter", "R. Mebane, Jr", role = "aut", email = "[email protected]"),
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176 changes: 98 additions & 78 deletions R/rgenoud.R
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Original file line number Diff line number Diff line change
Expand Up @@ -14,13 +14,13 @@


genoud <- function(fn, nvars, max=FALSE, pop.size=1000, max.generations=100, wait.generations=10,
hard.generation.limit=TRUE, starting.values=NULL, MemoryMatrix=TRUE,
hard.generation.limit=TRUE, starting.values=NULL, MemoryMatrix=TRUE,
Domains=NULL, default.domains=10, solution.tolerance=0.001,
gr=NULL, boundary.enforcement=0, lexical=FALSE, gradient.check=TRUE, BFGS=TRUE,
data.type.int=FALSE, hessian=FALSE, unif.seed=round(runif(1, 1, 2147483647L)),
gr=NULL, boundary.enforcement=0, lexical=FALSE, gradient.check=TRUE, BFGS=TRUE,
data.type.int=FALSE, hessian=FALSE, unif.seed=round(runif(1, 1, 2147483647L)),
int.seed=round(runif(1, 1, 2147483647L)),
print.level=2, share.type=0, instance.number=0,
output.path="stdout", output.append=FALSE, project.path=NULL,
output.path="stdout", output.append=FALSE, project.path=NULL,
P1=50, P2=50, P3=50, P4=50, P5=50, P6=50, P7=50, P8=50, P9=0,
P9mix=NULL, BFGSburnin=0, BFGSfn=NULL, BFGShelp = NULL,
control = list(), optim.method=ifelse(boundary.enforcement < 2, "BFGS", "L-BFGS-B"),
Expand All @@ -45,15 +45,15 @@ genoud <- function(fn, nvars, max=FALSE, pop.size=1000, max.generations=100, wai
#because R CMD check complains about calls to 'stdout'
if (output.path!="stdout")
{
output.path <- "stdout"
output.path <- "stdout"
warning("'output.path' can no longer be changed. Please use 'sink'. Option is only provided for backward compatibility of the API.")
}
if(output.append!=FALSE)
{
output.append <- FALSE
warning("'output.append' can no longer be changed. Please use 'sink'. Option is only provided for backward compatibility of the API.")
warning("'output.append' can no longer be changed. Please use 'sink'. Option is only provided for backward compatibility of the API.")
}

if(!is.null(P9mix) && !is.double(P9mix)) {
stop("'P9mix' must be NULL or a number between 0 and 1")
} else {
Expand Down Expand Up @@ -123,17 +123,21 @@ genoud <- function(fn, nvars, max=FALSE, pop.size=1000, max.generations=100, wai
return(fit)
}#end of fn1

gr1.bfgs <- function(par, helper = do.call(BFGShelp,
args = list(initial = par, done = TRUE))) {
gr(par, helper, ...)
}#end of gr1.bfgs

gr1.std <- function(par) gr(par, ...)

if(!is.null(BFGShelp)) {
if (!is.null(gr)) {
gr1 <- function(par, helper = do.call(BFGShelp,
args = list(initial = par, done = TRUE))) {
gr(par, helper, ...)
}
gr1 <- gr1.bfgs
} else gr1 <- NULL
}
else {
else {
if (!is.null(gr)) {
gr1 <- function(par) gr(par, ...)
gr1 <- gr1.std
} else gr1 <- NULL
}

Expand All @@ -142,7 +146,7 @@ genoud <- function(fn, nvars, max=FALSE, pop.size=1000, max.generations=100, wai
{
project.path <- file.path(tempdir(), "genoud.pro")
}

#do we have stating values?
if (is.null(starting.values)) {
nStartingValues <- 0;
Expand Down Expand Up @@ -199,7 +203,7 @@ genoud <- function(fn, nvars, max=FALSE, pop.size=1000, max.generations=100, wai
Domains[i,1] <- -1*default.domains;
Domains[i,2] <- default.domains;
} # end of for loop
}
}
else if(nrow(Domains) != nvars) {
stop("number of rows in Domains must match 'nvars'")
}
Expand All @@ -212,14 +216,14 @@ genoud <- function(fn, nvars, max=FALSE, pop.size=1000, max.generations=100, wai
}
if(any(Domains[,1] == Domains[,2])) {
warning("some Domains[,1]==Domains[,2]")
}
}

# BG: now check all starting values are sane
if(nStartingValues > 0 && any(is.na(starting.values))) {
stop("Some starting values are NA")
}
if(nStartingValues > 0 && boundary.enforcement != 0 &&
!all(apply(starting.values, 1, FUN = function(x)
if(nStartingValues > 0 && boundary.enforcement != 0 &&
!all(apply(starting.values, 1, FUN = function(x)
Domains[,1] <= x & x <= Domains[,2])) )
warning("'starting.values' which are outside of the bounds have been provided.
Continuing, but unexpected behavior can occur with 'boundary.enforcement!=0'")
Expand All @@ -236,7 +240,7 @@ genoud <- function(fn, nvars, max=FALSE, pop.size=1000, max.generations=100, wai
warning("lexical < 0. Resetting to FALSE\n")
lexical <- 0
}
if (lexical>=1)
if (lexical>=1)
{
#creating visible binding for variable "indx"; although it is
#actually defined in fnLexicalSort() via an eval and paste
Expand All @@ -248,19 +252,19 @@ genoud <- function(fn, nvars, max=FALSE, pop.size=1000, max.generations=100, wai
warning("'share.type' being set to 0 because of lexical optimization")
share.type <- 0
}

if(nStartingValues)
{
foo <- fn1(starting.values[1,])
foo <- fn1(starting.values[1,])
} else {
rfoo <- stats::runif(nrow(Domains), Domains[,1], Domains[,2])
if(data.type.int)
rfoo <- as.integer(round(rfoo))
foo <- fn1(rfoo)
foo <- fn1(rfoo)
}
foo.length <- length(as.vector(foo))
if(lexical > 1 && foo.length != lexical) {
warning(paste("Function returns a vector of length", foo.length,
warning(paste("Function returns a vector of length", foo.length,
"\nbut you specified lexical =", lexical))
}
if(foo.length == 1) {
Expand All @@ -280,50 +284,55 @@ genoud <- function(fn, nvars, max=FALSE, pop.size=1000, max.generations=100, wai
gradient.check=FALSE
if(hessian) {
warning("'hessian' being set to false because of lexical optimization. See 'BFGSfn' for workaround")
hessian=FALSE
hessian=FALSE
}

P9 = 0
} else {
if(!is.null(BFGShelp)) {
fn1.bfgs <- function(par, helper = do.call(BFGShelp,
args = list(initial = par, done = TRUE),
fn1.bfgs.null <- function(par) {
fit <- BFGSfn(par, ...)

if(is.null(fit)) fit <- FiniteBadFitValue

if(length(fit)==1) if(!is.finite(fit)) fit <- FiniteBadFitValue

return(fit)
}#end of fn1.bfgs.null definition

fn1.bfgs.std <- function(par, helper = do.call(BFGShelp,
args = list(initial = par, done = TRUE),
envir = environment(fn))) {
fit <- BFGSfn(par, helper, ...)

if(is.null(fit)) fit <- FiniteBadFitValue

if(length(fit)==1) if(!is.finite(fit)) fit <- FiniteBadFitValue

return(fit)
}#end of fn1.bfgs
fit <- BFGSfn(par, helper, ...)

if(is.null(fit)) fit <- FiniteBadFitValue

if(length(fit)==1) if(!is.finite(fit)) fit <- FiniteBadFitValue

return(fit)
}#end of fn1.bfgs definition

# Based on BFGShelp set fn1.bfgs to the correct of the two previous functions
if(!is.null(BFGShelp)) {
fn1.bfgs <- fn1.bfgs.std
} else {
fn1.bfgs <- function(par) {
fit <- BFGSfn(par, ...)

if(is.null(fit)) fit <- FiniteBadFitValue

if(length(fit)==1) if(!is.finite(fit)) fit <- FiniteBadFitValue

return(fit)
}#end of fn1.bfgs
fn1.bfgs <- fn1.bfgs.null
} # end else

if(is.null(gr)) {
gr <- function(par, helper = NA, ...)
{
gr.fn1.bfgs <- function(par, helper, FBFV) {
fit <- if(is.null(BFGShelp)) BFGSfn(par, ...) else BFGSfn(par, helper, ...)
fit <- if(is.null(BFGShelp)) BFGSfn(par, ...) else BFGSfn(par, helper, ...)

if(is.null(fit))
fit <- FBFV

if(length(fit)==1)
if(!is.finite(fit))
fit <- FBFV

return(fit)
} # end of gr.fn1.bfgs
} # end of gr.fn1.bfgs
genoud.wrapper101.env <- new.env()
assign("x", par, envir = genoud.wrapper101.env)
assign("helper", helper, envir = genoud.wrapper101.env)
Expand Down Expand Up @@ -759,24 +768,27 @@ genoud <- function(fn, nvars, max=FALSE, pop.size=1000, max.generations=100, wai
abstol = -Inf, reltol = sqrt(.Machine$double.eps), alpha = 1,
beta = 0.5, gamma = 2, REPORT = 10, type = 1, lmm = 5,
factr = 1e+07, pgtol = 0, tmax = 10, temp = 10)

nm <- names(gout[5:(nvars+4)])


hess.fn.one <- function(par) fn1(par, ...)
hess.fn.null <- function(par, helper = help.stuff) fn1.bfgs(par, helper, ...)

if(lexical == 1) {
hess.fn <- function(par) fn1(par, ...)
hess.fn <- hess.fn.one
hess <- stats::optimHess(par=gout[5:(nvars+4)], fn=fn1, gr=gr1, control=con)
}
else {
help.stuff <- do.call(BFGShelp, args = list(initial = gout[5:(nvars+4)], done = TRUE),
help.stuff <- do.call(BFGShelp, args = list(initial = gout[5:(nvars+4)], done = TRUE),
envir = environment(fn))
hess.fn <- function(par, helper = help.stuff) fn1.bfgs(par, helper, ...)
hess.fn <- hess.fn.null
hess <- stats::optimHess(par=gout[5:(nvars+4)], fn=hess.fn, gr=NULL, control=con)
}

hes <- 0.5 * (hess + t(hess))
if (!is.null(nm)) dimnames(hes) <- list(nm, nm)


ret <- list(value=value, par=par, gradients=gradients,
generations=gout[1], peakgeneration=gout[2], popsize=gout[3],
operators=operators,
Expand Down Expand Up @@ -893,17 +905,21 @@ genoud_transform <- function(fn, nvars, max=FALSE, pop.size=1000, max.generation
return(fit)
}

gr1.bfgs <- function(par, helper = do.call(BFGShelp,
args = list(initial = par, done = TRUE))) {
gr(par, helper, ...)
}

gr1.std <- function(par) gr(par, ...)

if(!is.null(BFGShelp)) {
if (!is.null(gr)) {
gr1 <- function(par, helper = do.call(BFGShelp,
args = list(initial = par, done = TRUE))) {
gr(par, helper, ...)
}
gr1 <- gr1.bfgs
} else gr1 <- NULL
}
else {
if (!is.null(gr)) {
gr1 <- function(par) gr(par, ...)
gr1 <- gr1.std
} else gr1 <- NULL
}

Expand Down Expand Up @@ -1027,28 +1043,32 @@ genoud_transform <- function(fn, nvars, max=FALSE, pop.size=1000, max.generation

P9 = 0
} else {
if(!is.null(BFGShelp)) {
fn1.bfgs <- function(par, helper = do.call(BFGShelp,
args = list(initial = par, done = TRUE),
envir = environment(fn))) {
fit <- BFGSfn(par, helper, ...)
fn1.bfgs.std <- function(par, helper = do.call(BFGShelp,
args = list(initial = par, done = TRUE),
envir = environment(fn))) {
fit <- BFGSfn(par, helper, ...)

if(is.null(fit)) fit <- FiniteBadFitValue
if(is.null(fit)) fit <- FiniteBadFitValue

if(length(fit)==1) if(!is.finite(fit)) fit <- FiniteBadFitValue
if(length(fit)==1) if(!is.finite(fit)) fit <- FiniteBadFitValue

return(fit)
}#end of fn1.bfgs
} else {
fn1.bfgs <- function(par) {
fit <- BFGSfn(par, ...)
return(fit)
}#end of fn1.bfgs

fn1.bfgs.null <- function(par) {
fit <- BFGSfn(par, ...)

if(is.null(fit)) fit <- FiniteBadFitValue
if(is.null(fit)) fit <- FiniteBadFitValue

if(length(fit)==1) if(!is.finite(fit)) fit <- FiniteBadFitValue
if(length(fit)==1) if(!is.finite(fit)) fit <- FiniteBadFitValue

return(fit)
}#end of fn1.bfgs
return(fit)
}#end of fn1.bfgs

if(!is.null(BFGShelp)) {
fn1.bfgs <- fn1.bfgs.std
} else {
fn1.bfgs <- fn1.bfgs.null
} # end else

if(is.null(gr)) { ## should we do numerical gradients when transform = TRUE?
Expand Down

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