Title: | 'optimx' Plug-in for the 'R' Optimization Infrastructure |
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Description: | Enhances the R Optimization Infrastructure ('ROI') package with the 'optimx' package. |
Authors: | Florian Schwendinger [aut, cre] |
Maintainer: | Florian Schwendinger <[email protected]> |
License: | GPL-3 |
Version: | 1.0-0 |
Built: | 2024-09-10 02:37:45 UTC |
Source: | https://github.com/r-forge/roi |
The following example is also known as Rosenbrock's banana function (https://en.wikipedia.org/wiki/Rosenbrock_function).
Solution: c(1, 1)
library(ROI) f <- function(x) { return( 100 * (x[2] - x[1]^2)^2 + (1 - x[1])^2 ) } f.gradient <- function(x) { return( c( -400 * x[1] * (x[2] - x[1] * x[1]) - 2 * (1 - x[1]), 200 * (x[2] - x[1] * x[1])) ) } x <- OP( objective = F_objective(f, n = 2L, G = f.gradient), bounds = V_bound(ld = -3, ud = 3, nobj = 2L) ) nlp <- ROI_solve(x, solver="optimx", start=c(-1.2, 1), method = "Rvmmin") nlp ## Optimal solution found. ## The objective value is: 4.979684e-30 solution(nlp) ## [1] 1 1
library(ROI) f <- function(x) { return( 100 * (x[2] - x[1]^2)^2 + (1 - x[1])^2 ) } f.gradient <- function(x) { return( c( -400 * x[1] * (x[2] - x[1] * x[1]) - 2 * (1 - x[1]), 200 * (x[2] - x[1] * x[1])) ) } x <- OP( objective = F_objective(f, n = 2L, G = f.gradient), bounds = V_bound(ld = -3, ud = 3, nobj = 2L) ) nlp <- ROI_solve(x, solver="optimx", start=c(-1.2, 1), method = "Rvmmin") nlp ## Optimal solution found. ## The objective value is: 4.979684e-30 solution(nlp) ## [1] 1 1