updateCobraEqu: Calculate cobra$xbest,fbest,ibest given the currently...

In SACOBRA: Self-Adjusting COBRA

Description

First, we calculate the set S of points being feasible in the inequalities and feasible with margin cobra$currentEps in the equalities. If S is non-empty, take the point from S with best objective as cobra$xbest. If S is empty (there are no feasible points): If the new point has lower maxViol than the maxViol of cobra$xbest, take it as the new cobra$xbest.

Usage

updateCobraEqu(cobra, xNew)

Arguments

cobra	an object of class COBRA (a long list)
xNew	the last evaluated point

Details

Called from updateSaveCobra.

Value

cobra, an object of class COBRA, with potentially modified cobra$xbest, cobra$fbest, cobra$ibest, cobra$noProgressCount

SACOBRA documentation built on March 26, 2020, 7:15 p.m.