Aliases: varmetric
Keywords:
### ** Examples flb <- function(x) { p <- length(x) sum(c(1, rep(4, p-1)) * (x - c(1, x[-p])^2)^2) } # 25-dimensional box constrained: par[24] is *not* at the boundary S <- varmetric(rep(3, 25), flb, lower=rep(2, 25), upper=rep(4, 25), nl.info = TRUE, control = list(xtol_rel=1e-8))
Call:
nloptr(x0 = x0, eval_f = fn, eval_grad_f = gr, lb = lower, ub = upper,
opts = opts)
Minimization using NLopt version 2.7.1
NLopt solver status: 1 ( NLOPT_SUCCESS: Generic success return value. )
Number of Iterations....: 19
Termination conditions: stopval: -Inf xtol_rel: 1e-08 maxeval: 1000 ftol_rel: 0 ftol_abs: 0
Number of inequality constraints: 0
Number of equality constraints: 0
Optimal value of objective function: 368.105912874334
Optimal value of controls: 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2.109093 4
## Optimal value of objective function: 368.105912874334 ## Optimal value of controls: 2 ... 2 2.109093 4