essR-package:
Global optimization algorithm for MINLPs based on Scatter Search
Description
essR attempts to solve problems of the form:
min F(x) subject to:
x
ceq(x) = 0 (equality constraints)
c_L <= c(x)="" <="c_U" (inequality="" constraints)="" x_l="" (bounds="" on="" the="" decision="" variables)="" code="">
Constraint functions, if applicable, must be declared in the same script as the objective function as a second output argument, e.g.:
myfunction <- function(x){
calculate fx - scalar containing the objective function value
calculate gx - vector (or empty) containing the constraints values
return(list(fx,gx))
}
=>Details
|
Package: |
| MEIGOR |
|
Type: |
| Package |
|
Version: |
| 0.99.6 |
|
Date: |
| 2012-02-04 |
|
License: |
| GPL-3 |
|
LazyLoad: |
| yes |
References
Egea, J.A., Maria, R., Banga, J.R. (2010) An evolutionary method for
complex-process optimization. Computers & Operations Research 37(2):
315-324.
Egea, J.A., Balsa-Canto, E., Garcia, M.S.G., Banga, J.R. (2009) Dynamic
optimization of nonlinear processes with an enhanced scatter search
method. Industrial & Engineering Chemistry Research 49(9): 4388-4401.