bobyqa_rosen_x1: Example 1a: Minimize Rosenbrock function using bobyqa

In rminqa: Derivative-Free Optimization in R using C++

Example 1a: Minimize Rosenbrock function using bobyqa

Description

Minimize Rosenbrock function using bobyqa and expect a normal exit from bobyqa.

Usage

bobyqa_rosen_x1()

Value

No return value, called for side effects.

Examples

fr <- function(x) {   ## Rosenbrock Banana function
 x1 <- x[1]
 x2 <- x[2]
 100 * (x2 - x1 * x1)^2 + (1 - x1)^2
}
(x1 <- minqa::bobyqa(c(1, 2), fr, lower = c(0, 0), upper = c(4, 4)))
## => optimum at c(1, 1) with fval = 0
str(x1) # see that the error code and msg are returned

## corresponding C++ implementation:
bobyqa_rosen_x1()

rminqa documentation built on Jan. 9, 2023, 1:20 a.m.