R: Examples for 'nloptr::stogo'

### ** Examples


### Rosenbrock Banana objective function
fn <- function(x)
    return( 100 * (x[2] - x[1] * x[1])^2 + (1 - x[1])^2 )

x0 <- c( -1.2, 1 )
lb <- c( -3, -3 )
ub <- c(  3,  3 )

stogo(x0 = x0, fn = fn, lower = lb, upper = ub)

$par
[1] -1.2  1.0

$value
[1] Inf

$iter
[1] 0

$convergence
[1] -2

$message
[1] "NLOPT_INVALID_ARGS: Invalid arguments (e.g. lower bounds are bigger than upper bounds, an unknown algorithm was specified, etcetera)."

Examples for 'nloptr::stogo'

Stochastic Global Optimization