This is a proof of concept interface between R and knitro. The goal for the proof of concept is to enable users to express the code from this page entirely in R.
demo/knitro.R
contains a demo.
This package does not contain knitro, so you have to install your own copy and deal with licences as you would normally do.
Currently, the package uses an environment variable KNITRO
to locate
a directory where it will find knitro's include
and lib
directory. Make sure
this variable is set and points to the correct directory.
For example, I have this in my ~/.bash_profile
:
export KNITRO=/Users/romain/knitro
DYLD_LIBRARY_PATH=$KNITRO/lib
export DYLD_LIBRARY_PATH
The KNITRO
R package currently supports R functions as callbacks. For example
the function below can be used as a callback.
fun <- function(evalRequestCode, n, m, nnzJ, nnzH,x,lambda,obj,c,objGrad,jac,hessian,hessVector){
if (evalRequestCode != KTR_RC_EVALFC)
stop("Wrong evalRequestCode in callback function.");
# objective function
obj <- 1000 - x[1]*x[1] - 2*x[2]*x[2] - x[3]*x[3] - x[1]*x[2] - x[1]*x[3]
# constraints
c <- c(
8*x[1] + 14*x[2] + 7*x[3] - 56,
x[1]*x[1] + x[2]*x[2] + x[3]*x[3] - 25
)
list( obj = obj, c = c )
}
The internal code of the package checks that the function supplied as a callback has precisely these arguments, in the same order.
If changes are made to the arguments, they must be returned as a list. In this
example, changes are made to obj
and c
.
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