example1_rosen_nograd_bfgs: Example 1: Minimize Rosenbrock function (with numerical...
In roptim: General Purpose Optimization in R using C++
example1_rosen_nograd_bfgs R Documentation
Example 1: Minimize Rosenbrock function (with numerical gradient) using BFGS
Description
Minimize Rosenbrock function (with numerical gradient) using BFGS.
Usage
example1_rosen_nograd_bfgs()
Examples
fr <- function(x) { ## Rosenbrock Banana function
x1 <- x[1]
x2 <- x[2]
100 * (x2 - x1 * x1)^2 + (1 - x1)^2
}
optim(c(-1.2,1), fr, NULL, method = "BFGS")
## corresponding C++ implementation:
example1_rosen_nograd_bfgs()
roptim documentation built on Aug. 6, 2022, 5:08 p.m.
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| example1_rosen_nograd_bfgs | R Documentation |
Example 1: Minimize Rosenbrock function (with numerical gradient) using BFGS
Description
Minimize Rosenbrock function (with numerical gradient) using BFGS.
Usage
example1_rosen_nograd_bfgs()
Examples
fr <- function(x) { ## Rosenbrock Banana function
x1 <- x[1]
x2 <- x[2]
100 * (x2 - x1 * x1)^2 + (1 - x1)^2
}
optim(c(-1.2,1), fr, NULL, method = "BFGS")
## corresponding C++ implementation:
example1_rosen_nograd_bfgs()
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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