Description Usage Arguments Value Author(s) References Examples
Solve constrained nonlinear minimization problem with nonlinear constraints. An alternative function wrapper.
1 2 3 4 5 6 7 8 |
start |
parameter vector(vector object). |
fun |
the objective function to be minimized. Currently, |
par.lower, par.upper |
upper and lower bounds for parameter vector, respectively. Their
length must equal to |
eqA, ineqA |
the matrix objects that represents linear constraints. Its
columns must be equal to |
eqA.bound |
equality bounds for linear constraints, respectively. Their length must equal to the number of linear constraints. |
ineqA.lower, ineqA.upper |
upper and lower bounds for linear constraints, respectively. Their length must equal to the number of linear constraints. |
eqFun |
list object whose elements are functions that represents nonlinear equality constraints. |
eqFun.bound |
equality bounds for nonlinear constraints, respectively. |
ineqFun |
list object whose elements are functions that represents nonlinear lower and upper constraints. |
ineqFun.lower, ineqFun.upper |
lower and upper bounds for nonlinear constraints, respectively. |
control |
list of control parameters that define the behaviour of the
solver. See |
A list with following elements:
opt |
a list of information on the optimal solution as returned by
the function |
solution |
a numeric vector, the optimal solution. |
objective |
a numeric value, the value at the optimal solution |
status |
not used, returns NA. |
message |
a character string, the convergence message. |
solver |
a character string, the name of the solver. |
version |
a character string, the convergence message. |
For the R port of nlminb
Douglas Bates and Deepayan Sarkar,
for the R/Rmetrics port of nlminb2
Diethelm Wuertz,
for the PORT library netlib.bell-labs.com.
Paul A. Jensen & Jonathan F. Bard, Operations Research Models and Methods, 2001 Appendix A, Algorithms for Constrained Optimization, http://www.me.utexas.edu/~jensen/ORMM/supplements/index.html.
PORT Library, http://netlib.bell-labs.com/netlib/port/.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 | ## Example:
# Feasible Start Solution:
start <- c(10, 10)
# Objective Function: x^2 + y^2
fun <- function(x) sum(x^2)
# Bounds: -100 <= x,y <= 100
par.lower <- c(-100, -100)
par.upper <- c(100, 100)
# Equality Constraints: x*y = 2
eqFun <- list(function(x) x[1]*x[2])
eqFun.bound <- 2
# Solution: x = c(sqrt(2), sqrt(2)), f(x) = 4
nlminb2NLP(start = start, fun = fun,
par.lower = par.lower, par.upper = par.upper,
eqFun = eqFun, eqFun.bound = eqFun.bound)[-1]
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