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BOBYQA performs derivative-free bound-constrained optimization using an iteratively constructed quadratic approximation for the objective function.
bobyqa(x0, fn, lower = NULL, upper = NULL,
nl.info = FALSE, control = list(), ...)starting point for searching the optimum.
objective function that is to be minimized.
lower and upper bound constraints.
logical; shall the original NLopt info been shown.
list of options, see nl.opts for help.
additional arguments passed to the function.
List with components:
the optimal solution found so far.
the function value corresponding to par.
number of (outer) iterations, see maxeval.
integer code indicating successful completion (> 0) or a possible error number (< 0).
character string produced by NLopt and giving additional information.
This is an algorithm derived from the BOBYQA Fortran subroutine of Powell, converted to C and modified for the NLOPT stopping criteria.
M. J. D. Powell. ``The BOBYQA algorithm for bound constrained optimization without derivatives,'' Department of Applied Mathematics and Theoretical Physics, Cambridge England, technical reportNA2009/06 (2009).
# NOT RUN {
fr <- function(x) { ## Rosenbrock Banana function
100 * (x[2] - x[1]^2)^2 + (1 - x[1])^2
}
(S <- bobyqa(c(0, 0, 0), fr, lower = c(0, 0, 0), upper = c(0.5, 0.5, 0.5)))
# }
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