knitroCpp: KNITRO C++ Wrapper

In jtilly/knitroR: R Interface for Non-Linear Constraint Optimizer Knitro

Description

This function is the standard C++ wrapper for KNITRO. It defines the object KTR_new and defines a callback function that is used to evaluate the objective function, the constraints, and gradients. The only deviation from the standard C++ wrapper is to use UserParam to pass the original R functions on to the C++ callback function.

Usage

knitroCpp(fcts, startValues, num_equality_constraints,
  num_inequality_constraints, nnzJ, RjacIndexCons, RjacIndexVars, ub, lb,
  optionsFile)

Arguments

fcts	is an R list of functions that includes the objFun, objGrad, c, and jac.
startValues	is a vector of start values
num_equality_constraints	is an integer with the number of equality constraints in c
num_inequality_constraints	is an integer with the number of inequality constraints in c
nnzJ	is an integer with the number of non-zero objects in the Jacobian
RjacIndexCons	is a vector of length nnzJ. Each element contains the index of a particular constraint (i.e. the index of a row in the jacobian).
RjacIndexVars	is a vector of length nnzJ. Each element contains the index of a particular variable (i.e. the index of a column in the jacobian).
ub	a vector of upper bounds for each element in x0
lb	a vector lower bounds for each element in x0
optionsFile	the location of the options file

Value

A list with the vector that minimizes the objective function, the final function value, and KNITRO's exit status

See Also

http://www.artelys.com/tools/knitro_doc/2_userGuide/gettingStarted/startCallableLibrary.html

jtilly/knitroR documentation built on May 20, 2019, 3:13 a.m.