Version:
1.0-1
Title:
'optimx' Plug-in for the 'R' Optimization Infrastructure
Description:
Enhances the R Optimization Infrastructure ('ROI') package
with the 'optimx' package.
Imports:
methods, stats, utils, ROI (≥ 1.0-0), optimx
Suggests:
BB, ucminf, minqa, dfoptim, lbfgsb3c, lbfgs, subplex
License:
GPL-3
NeedsCompilation:
no
Packaged:
2023年07月06日 15:27:16 UTC; f
Author:
Florian Schwendinger [aut, cre]
Maintainer:
Florian Schwendinger <FlorianSchwendinger@gmx.at>
Repository:
CRAN
Date/Publication:
2023年07月06日 23:30:06 UTC
Banana
Description
The following example is also known as Rosenbrock's banana function (https://en.wikipedia.org/wiki/Rosenbrock_function).
minimize \ f(x) = 100 (x_2 - x_1^2)^2 + (1 - x_1)^2
Solution: c(1, 1)
Examples
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