Examples for 'nloptr::sbplx'


Subplex Algorithm

Aliases: sbplx

Keywords:

### ** Examples


# Fletcher and Powell's helic valley
fphv <- function(x)
    100*(x[3] - 10*atan2(x[2], x[1])/(2*pi))^2 +
        (sqrt(x[1]^2 + x[2]^2) - 1)^2 +x[3]^2
x0 <- c(-1, 0, 0)
sbplx(x0, fphv)    #  1 0 0
$par
[1] 1.000000e+00 3.706887e-12 5.858708e-12

$value
[1] 3.449246e-23

$iter
[1] 994

$convergence
[1] 4

$message
[1] "NLOPT_XTOL_REACHED: Optimization stopped because xtol_rel or xtol_abs (above) was reached."
# Powell's Singular Function (PSF)
psf <- function(x)  (x[1] + 10*x[2])^2 + 5*(x[3] - x[4])^2 +
                    (x[2] - 2*x[3])^4 + 10*(x[1] - x[4])^4
x0 <- c(3, -1, 0, 1)
sbplx(x0, psf, control = list(maxeval = Inf, ftol_rel = 1e-6))  #  0 0 0 0 (?)
Warning in nloptr(x0, fn, lb = lower, ub = upper, opts = opts): NAs introduced
by coercion to integer range
$par
[1]  0.012385093 -0.001238441  0.007823193  0.007827134

$value
[1] 8.567466e-08

$iter
[1] 78796

$convergence
[1] 3

$message
[1] "NLOPT_FTOL_REACHED: Optimization stopped because ftol_rel or ftol_abs (above) was reached."

[Package nloptr version 2.0.3 Index]