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F_objective

General (Nonlinear) Objective Function


Description

General objective function f(x) to be optimized.

Usage

F_objective(F, n, G = NULL, H = NULL, names = NULL)

## S3 method for class 'F_objective'
terms(x, ...)

as.F_objective(x)

## S3 method for class 'F_objective'
variable.names(object, ...)

Arguments

F

an R "function" taking a numeric vector x of length n as argument.

n

the number of objective variables.

G

an R "function" returning the gradient at x.

H

an optional function holding the Hessian of F.

names

an optional character vector giving the names of x.

x

an R object.

...

further arguments passed to or from other methods

object

an R object.

Value

an object of class "F_objective" which inherits from "objective".

Author(s)

Stefan Theussl


ROI

R Optimization Infrastructure

v1.0-0
GPL-3
Authors
Kurt Hornik [aut], David Meyer [aut], Florian Schwendinger [aut], Stefan Theussl [aut, cre], Diethelm Wuertz [ctb]
Initial release

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