Quadratic Programming with Oracle R Enterprise

     I wanted to use quadprog with ORE on a server running Oracle Solaris 11.2 on a Oracle SPARC T-4 server

For background, see:


Problem: path to Solaris Studio doesn't match my installation:

$ ORE CMD INSTALL quadprog_1.5-5.tar.gz
* installing to library \u2018/u01/app/oracle/product/12.1.0/dbhome_1/R/library\u2019
* installing *source* package \u2018quadprog\u2019 ...
** package \u2018quadprog\u2019 successfully unpacked and MD5 sums checked
** libs
/opt/SunProd/studio12u3/solarisstudio12.3/bin/f95 -m64   -PIC  -g  -c aind.f -o aind.o
bash: /opt/SunProd/studio12u3/solarisstudio12.3/bin/f95: No such file or directory
*** Error code 1
make: Fatal error: Command failed for target `aind.o'
ERROR: compilation failed for package \u2018quadprog\u2019
* removing \u2018/u01/app/oracle/product/12.1.0/dbhome_1/R/library/quadprog\u2019

$ ls -l /opt/solarisstudio12.3/bin/f95
lrwxrwxrwx   1 root     root          15 Aug 19 17:36 /opt/solarisstudio12.3/bin/f95 -> ../prod/bin/f90

Solution: a symbolic link:

$ sudo mkdir -p /opt/SunProd/studio12u3

$ sudo ln -s /opt/solarisstudio12.3 /opt/SunProd/studio12u3/

Now, it is all good:

$ ORE CMD INSTALL quadprog_1.5-5.tar.gz
* installing to library \u2018/u01/app/oracle/product/12.1.0/dbhome_1/R/library\u2019
* installing *source* package \u2018quadprog\u2019 ...
** package \u2018quadprog\u2019 successfully unpacked and MD5 sums checked
** libs
/opt/SunProd/studio12u3/solarisstudio12.3/bin/f95 -m64   -PIC  -g  -c aind.f -o aind.o
/opt/SunProd/studio12u3/solarisstudio12.3/bin/ cc -xc99 -m64 -I/usr/lib/64/R/include -DNDEBUG -KPIC  -xlibmieee  -c init.c -o init.o
/opt/SunProd/studio12u3/solarisstudio12.3/bin/f95 -m64  -PIC -g  -c -o solve.QP.compact.o solve.QP.compact.f
/opt/SunProd/studio12u3/solarisstudio12.3/bin/f95 -m64  -PIC -g  -c -o solve.QP.o solve.QP.f
/opt/SunProd/studio12u3/solarisstudio12.3/bin/f95 -m64   -PIC  -g  -c util.f -o util.o
/opt/SunProd/studio12u3/solarisstudio12.3/bin/ cc -xc99 -m64 -G -o quadprog.so aind.o init.o solve.QP.compact.o solve.QP.o util.o -xlic_lib=sunperf -lsunmath -lifai -lsunimath -lfai -lfai2 -lfsumai -lfprodai -lfminlai -lfmaxlai -lfminvai -lfmaxvai -lfui -lfsu -lsunmath -lmtsk -lm -lifai -lsunimath -lfai -lfai2 -lfsumai -lfprodai -lfminlai -lfmaxlai -lfminvai -lfmaxvai -lfui -lfsu -lsunmath -lmtsk -lm -L/usr/lib/64/R/lib -lR
installing to /u01/app/oracle/product/12.1.0/dbhome_1/R/library/quadprog/libs
** R
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package \u2018quadprog\u2019
    finding HTML links ... done
    solve.QP                                html 
    solve.QP.compact                        html 
** building package indices
** testing if installed package can be loaded
* DONE (quadprog)

======

Here is an example from http://cran.r-project.org/web/packages/quadprog/quadprog.pdf

> require(quadprog)
> Dmat <- matrix(0,3,3)
> diag(Dmat) <- 1
> dvec <- c(0,5,0)
> Amat <- matrix(c(-4,-3,0,2,1,0,0,-2,1),3,3)
> bvec <- c(-8,2,0)
> solve.QP(Dmat,dvec,Amat,bvec=bvec)
$solution
[1] 0.4761905 1.0476190 2.0952381

$value
[1] -2.380952

$unconstrained.solution
[1] 0 5 0

$iterations
[1] 3 0

$Lagrangian
[1] 0.0000000 0.2380952 2.0952381

$iact
[1] 3 2


Here, the standard example is modified to work with Oracle R Enterprise


require(ORE)
ore.connect("my-name", "my-sid", "my-host", "my-pass", 1521)

ore.doEval(
  function () {
    require(quadprog)
  }
)

ore.doEval(
  function () {
    Dmat <- matrix(0,3,3)
    diag(Dmat) <- 1
    dvec <- c(0,5,0)
    Amat <- matrix(c(-4,-3,0,2,1,0,0,-2,1),3,3)
    bvec <- c(-8,2,0)
    solve.QP(Dmat,dvec,Amat,bvec=bvec)
  }
)

$solution
[1] 0.4761905 1.0476190 2.0952381

$value
[1] -2.380952

$unconstrained.solution
[1] 0 5 0

$iterations
[1] 3 0

$Lagrangian
[1] 0.0000000 0.2380952 2.0952381

$iact
[1] 3 2

Now I can combine the quadprog compute algorithms with the Oracle R Enterprise Database engine functionality:
  • Scale to large datasets
  • Access to tables, views, and external tables in the database, as well as those accessible through database links
  • Use SQL query parallel execution
  • Use in-database statistical and data mining functionality

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Jeff Taylor-Oracle

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