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#############################################################################
# Copyright (c) 2012 Christophe Dutang
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program; if not, write to the
# Free Software Foundation, Inc.,
# 59 Temple Place, Suite 330, Boston, MA 02111-1307, USA
#
#############################################################################
### utility functions for projection in GNE
###
### R functions
###
projector <- function(z, g, jacg, bounds=c(0, 10), echo=FALSE, ...)
{
merit <- function(y, z) 1/2 * sum( (y - z)^2 )
grmerit <- function(y, z) y - z
zinit <- rejection(g, length(z), bounds[1], bounds[2], ...)
if(echo)
cat("init", zinit,"\nz", z, "\n")
# print(merit(zinit, z))
# print(grmerit(zinit, z))
# print(-g(zinit, ...))
# print(-jacg(zinit, ...))
res <- constrOptim.nl(zinit,
fn=function(y, ...) merit(y, z),
gr=function(y, ...) grmerit(y, z),
hin=function(y, ...) -g(y, ...),
hin.jac=function(y, ...) -jacg(y, ...),
control.outer=list(trace=FALSE),
control.optim=list(trace=FALSE), ...)
if(echo)
print(res)
res$par
}
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