optimNLOPTR: optimNLOPTR. Minimization by NLOPT

In SPOT: Sequential Parameter Optimization Toolbox

optimNLOPTR. Minimization by NLOPT

Description

#' This is a wrapper that employs the nloptr function from the package of the same name. The nloptr function itself is an interface to the nlopt library, which contains a wide selection of different optimization algorithms.

Usage

optimNLOPTR(x = NULL, fun, lower, upper, control = list(), ...)

Arguments

x	optional matrix of points to be included in the evaluation (only first row will be used)
fun	objective function, which receives a matrix x and returns observations y
lower	boundary of the search space
upper	boundary of the search space
control	named list, with the options for nloptr. These will be passed to nloptr as arguments. In addition, the following parameter can be used to set the function evaluation budget: funEvals Budget, number of function evaluations allowed. Default: 100.
...	passed to fun Note that the arguments x, fun, lower and upper will be mapped to the corresponding arguments of nloptr: x0, eval_f, lb and ub.

Value

list, with elements

x

archive of evaluated solutions

y

archive of observations

xbest

best solution

ybest

best observation

count

number of evaluations of fun

message

success message

Examples

##simple example:
res <- optimNLOPTR(,fun = funSphere,lower = c(-10,-20),upper=c(20,8))
res
##with an inequality constraint:
contr <- list()  #control list
##specify constraint
contr$eval_g_ineq <- function(x) 1+x[1]-x[2]
res <- optimNLOPTR(,fun=funSphere,lower=c(-10,-20),upper=c(20,8),control=contr) 
res

SPOT documentation built on June 26, 2022, 1:06 a.m.