knitro_ms: Call the KNITRO C++ interface using multiple start values

Description Usage Arguments Value

Description

This is a multi start version of knitro(). Uses a matrix as startvalues where each row corresponds to one set of startvalues to be used. This version of multi-start gives the user more control over the start values than KNITRO's built-in version of multi-start. If you want to use the built-in version of multi-start instead, you can do so via the options file.

Usage

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knitro_ms(objFun, objGrad = NULL, c_equality = NULL, c_inequality = NULL,
  jac = NULL, jacIndexCons = NULL, jacIndexVars = NULL, x0 = NA,
  lb = NULL, ub = NULL, optionsFile = "options.opt")

Arguments

objFun

is a scalar valued R function that returns the objective function

objGrad

is a vector-valued R function with the gradient

c_equality

is a vector-valued R function with equality constraints

c_inequality

is a vector-valued R function with inequality constraints

jac

is a vector with the content of the Jacobian (sparse)

jacIndexCons

refers to each element of jac and contains the number of the constraint it refers to. Indexing is C++ compatible, i.e. the first constraint has index 0

jacIndexVars

refers to each element of jac and contains the number of the variable it refers to. Indexing is C++ compatible, i.e. the first variable has index 0

x0

is a matrix with starting values

lb

is a vector of lower bounds

ub

is a vector of upper bounds

optionsFile

is the path and filename of the options file. If it does not exist, the function will create it

Value

a list with the final estimates, the function value, and KNITRO's exit status


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