R: Examples for 'nloptr::cobyla'

### ** Examples


### Solve Hock-Schittkowski no. 100
x0.hs100 <- c(1, 2, 0, 4, 0, 1, 1)
fn.hs100 <- function(x) {
    (x[1]-10)^2 + 5*(x[2]-12)^2 + x[3]^4 + 3*(x[4]-11)^2 + 10*x[5]^6 +
                  7*x[6]^2 + x[7]^4 - 4*x[6]*x[7] - 10*x[6] - 8*x[7]
}
hin.hs100 <- function(x) {
    h <- numeric(4)
    h[1] <- 127 - 2*x[1]^2 - 3*x[2]^4 - x[3] - 4*x[4]^2 - 5*x[5]
    h[2] <- 282 - 7*x[1] - 3*x[2] - 10*x[3]^2 - x[4] + x[5]
    h[3] <- 196 - 23*x[1] - x[2]^2 - 6*x[6]^2 + 8*x[7]
    h[4] <- -4*x[1]^2 - x[2]^2 + 3*x[1]*x[2] -2*x[3]^2 - 5*x[6] +11*x[7]
    return(h)
}

S <- cobyla(x0.hs100, fn.hs100, hin = hin.hs100,
            nl.info = TRUE, control = list(xtol_rel = 1e-8, maxeval = 2000))

For consistency with the rest of the package the inequality sign may be switched from >= to <= in a future nloptr version.

Call:
nloptr(x0 = x0, eval_f = fn, lb = lower, ub = upper, eval_g_ineq = hin, 
    opts = opts)


Minimization using NLopt version 2.7.1 

NLopt solver status: 4 ( NLOPT_XTOL_REACHED: Optimization stopped because 
xtol_rel or xtol_abs (above) was reached. )

Number of Iterations....: 1912 
Termination conditions:  stopval: -Inf	xtol_rel: 1e-08	maxeval: 2000	ftol_rel: 0	ftol_abs: 0 
Number of inequality constraints:  4 
Number of equality constraints:    0 
Optimal value of objective function:  680.630057374431 
Optimal value of controls: 2.330499 1.951372 -0.477545 4.365726 -0.6244869 1.038131 1.594227

## Optimal value of objective function:  680.630057374431

Examples for 'nloptr::cobyla'

Constrained Optimization by Linear Approximations