| Type: | Package |
| Title: | Derivative-Free Optimization in R using C++ |
| Version: | 0.2.2 |
| Date: | 2022-12-08 |
| Maintainer: | Yi Pan <ypan1988@gmail.com> |
| Description: | Perform derivative-free optimization algorithms in R using C++. A wrapper interface is provided to call C function of the 'bobyqa' implementation (See https://github.com/emmt/Algorithms/tree/master/bobyqa). |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| Encoding: | UTF-8 |
| SystemRequirements: | C++11 |
| Imports: | Rcpp (≥ 1.0.7) |
| LinkingTo: | Rcpp |
| RoxygenNote: | 7.1.2 |
| Suggests: | minqa |
| NeedsCompilation: | yes |
| Packaged: | 2023-01-06 15:18:08 UTC; samue |
| Author: | Sam Watson [aut], Yi Pan [aut, cre], Éric Thiébaut [aut], Mike Powell [aut] |
| Repository: | CRAN |
| Date/Publication: | 2023-01-08 09:20:02 UTC |
Example 1a: Minimize Rosenbrock function using bobyqa
Description
Minimize Rosenbrock function using bobyqa and expect a normal exit from bobyqa.
Usage
bobyqa_rosen_x1()
Value
No return value, called for side effects.
Examples
fr <- function(x) { ## Rosenbrock Banana function
x1 <- x[1]
x2 <- x[2]
100 * (x2 - x1 * x1)^2 + (1 - x1)^2
}
(x1 <- minqa::bobyqa(c(1, 2), fr, lower = c(0, 0), upper = c(4, 4)))
## => optimum at c(1, 1) with fval = 0
str(x1) # see that the error code and msg are returned
## corresponding C++ implementation:
bobyqa_rosen_x1()
Example 1b: Minimize Rosenbrock function using bobyqa
Description
Minimize Rosenbrock function using bobyqa and expect a normal exit from bobyqa.
Usage
bobyqa_rosen_x1e()
Value
No return value, called for side effects.
Examples
fr <- function(x) { ## Rosenbrock Banana function
x1 <- x[1]
x2 <- x[2]
100 * (x2 - x1 * x1)^2 + (1 - x1)^2
}
# check the error exits
# too many iterations
x1e <- minqa::bobyqa(c(1, 2), fr, lower = c(0, 0), upper = c(4, 4), control = list(maxfun=50))
str(x1e)
## corresponding C++ implementation:
bobyqa_rosen_x1e()
rminqa
Description
Perform derivative-free optimization algorithms in R using C++. A wrapper interface is provided to call C function of the bobyqa implementation.
Author(s)
Yi Pan, Samuel Watson