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Type: Package
Title: Derivative-Free Optimization in R using C++
Version: 0.2.2
Date: 2022-12-08
Maintainer: Yi Pan <ypan1988@gmail.com>
Description: Perform derivative-free optimization algorithms in R using C++. A wrapper interface is provided to call C function of the 'bobyqa' implementation (See https://github.com/emmt/Algorithms/tree/master/bobyqa).
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Encoding: UTF-8
SystemRequirements: C++11
Imports: Rcpp (≥ 1.0.7)
LinkingTo: Rcpp
RoxygenNote: 7.1.2
Suggests: minqa
NeedsCompilation: yes
Packaged: 2023-01-06 15:18:08 UTC; samue
Author: Sam Watson [aut], Yi Pan [aut, cre], Éric Thiébaut [aut], Mike Powell [aut]
Repository: CRAN
Date/Publication: 2023-01-08 09:20:02 UTC

Example 1a: Minimize Rosenbrock function using bobyqa

Description

Minimize Rosenbrock function using bobyqa and expect a normal exit from bobyqa.

Usage

bobyqa_rosen_x1()

Value

No return value, called for side effects.

Examples

fr <- function(x) {   ## Rosenbrock Banana function
 x1 <- x[1]
 x2 <- x[2]
 100 * (x2 - x1 * x1)^2 + (1 - x1)^2
}
(x1 <- minqa::bobyqa(c(1, 2), fr, lower = c(0, 0), upper = c(4, 4)))
## => optimum at c(1, 1) with fval = 0
str(x1) # see that the error code and msg are returned

## corresponding C++ implementation:
bobyqa_rosen_x1()

Example 1b: Minimize Rosenbrock function using bobyqa

Description

Minimize Rosenbrock function using bobyqa and expect a normal exit from bobyqa.

Usage

bobyqa_rosen_x1e()

Value

No return value, called for side effects.

Examples

fr <- function(x) {   ## Rosenbrock Banana function
 x1 <- x[1]
 x2 <- x[2]
 100 * (x2 - x1 * x1)^2 + (1 - x1)^2
}
# check the error exits
# too many iterations
x1e <- minqa::bobyqa(c(1, 2), fr, lower = c(0, 0), upper = c(4, 4), control = list(maxfun=50))
str(x1e)

## corresponding C++ implementation:
bobyqa_rosen_x1e()

rminqa

Description

Perform derivative-free optimization algorithms in R using C++. A wrapper interface is provided to call C function of the bobyqa implementation.

Author(s)

Yi Pan, Samuel Watson

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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