ROI: nlminb2 – R documentation

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ROI

nlminb2

Nonlinear programming with nonlinear constraints.

Description

This function was contributed by Diethelm Wuertz.

Usage

nlminb2(
  start,
  objective,
  eqFun = NULL,
  leqFun = NULL,
  lower = -Inf,
  upper = Inf,
  gradient = NULL,
  hessian = NULL,
  control = list()
)

Arguments

`start`	numeric vector of start values.
`objective`	the function to be minimized f(x).
`eqFun`	functions specifying equal constraints of the form h_i(x) = 0. Default: `NULL` (no equal constraints).
`leqFun`	functions specifying less equal constraints of the form g_i(x) <= 0. Default: `NULL` (no less equal constraints).
`lower`	a numeric representing lower variable bounds. Repeated as needed. Default: `-Inf`.
`upper`	a numeric representing upper variable bounds. Repeated as needed. Default: `Inf`.
`gradient`	gradient of f(x). Default: `NULL` (no gradiant information).
`hessian`	hessian of f(x). Default: `NULL` (no hessian provided).
`control`	a list of control parameters. See `nlminb()` for details. The parameter `"scale"` is set here in contrast to `nlminb()` .

Value

list()

Author(s)

Diethelm Wuertz

Examples

## Equal constraint function
eval_g0_eq <- function( x, params = c(1,1,-1)) {
       return( params[1]*x^2 + params[2]*x + params[3] )
   }
eval_f0 <- function( x, ... ) {
       return( 1 )
   }

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