ROI: F_objective – R documentation

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ROI

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