inst/developmentnotes/ans2b.R

In optimz: A Replacement and Extension of the 'optim' Function

rm(list=ls())

fr <- function(x) {   ## Rosenbrock Banana function
    x1 <- x[1]
    x2 <- x[2]
    100 * (x2 - x1 * x1)^2 + (1 - x1)^2
}
grr <- function(x) { ## Gradient of 'fr'
    x1 <- x[1]
    x2 <- x[2]
    c(-400 * x1 * (x2 - x1 * x1) - 2 * (1 - x1),
       200 *      (x2 - x1 * x1))
}

####
# require(numDeriv)
require(optimz)
##JN Since this is a single method, the details could have wrong structure
start <- c(-1.2,1)

methlist <- c("lbfgsb3", "Rcgmin", "Rtnmin", "Rvmmin", "spg", "ucminf", 
              "newuoa", "bobyqa", "uobyqa", "nmkb", "hjkb", "BFGS", "CG", "Nelder-Mead", 
               "L-BFGS-B", "SANN", "nlm", "nlminb", "lbfgs")

for (meth in methlist){ 
   msg <- paste("Optimr attempt using ",meth)
   tmp<-readline(msg)
#   print(myenv$spar)
#   print(myenv$ufn)
#   print(myenv$ugr)
#   print(meth)
   
   mydo <- optimr(start, fr, grr, method=meth, control=list(trace=1))
   print(mydo)
}