example1_rosen_bfgs | R Documentation |
Minimize Rosenbrock function using BFGS.
example1_rosen_bfgs(print = TRUE)
print |
whether the results should be printed. |
fr <- function(x) { ## Rosenbrock Banana function x1 <- x[1] x2 <- x[2] 100 * (x2 - x1 * x1)^2 + (1 - x1)^2 } grr <- function(x) { ## Gradient of 'fr' x1 <- x[1] x2 <- x[2] c(-400 * x1 * (x2 - x1 * x1) - 2 * (1 - x1), 200 * (x2 - x1 * x1)) } res <- optim(c(-1.2,1), fr, grr, method = "BFGS", control = list(trace=TRUE), hessian = TRUE) res ## corresponding C++ implementation: example1_rosen_bfgs()
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