Description Usage Arguments Value Author(s) See Also
View source: R/getProfiles_optim.R
Compute profile inf function for an arbitrary matrix Psi
with with the L-BFGS-B algorithm of optim. Here the linear equality constraint is eliminated by using the Null space of Psi
.
1 | getProfileInf_optim(eta, Psi, f, fprime, d, options = NULL)
|
eta |
p dimensional point where the function is to be evaluated |
Psi |
projection matrix of dimension |
f |
function to be optimized (takes a vector y of dimension d and returns a real number) |
fprime |
derivative of f (same format, returning a d dimensional vector) |
d |
dimension of the input for f |
options |
a list containing the options to be passed to optim:
|
a real value corresponding to min_{x \in D_Psi} f(x)
Dario Azzimonti
getProfileSup_optim, plotMaxMin
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