search for: eval_f

Displaying 6 results from an estimated 6 matches for "eval_f".

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2013 Feb 15
1
minimizing a numerical integration
...ot working. I got an error: 'y' is missing library('nloptr') library('pracma') f <- function(x,y) {#here i should put the commands representing my function return( ) } #constraint function eval_g0 <- function(x) { return( ) } # objective function eval_f0 <- function(x) { romberg(f, 0.5, 0.5001)} ARL1 <- nloptr( x0=c(0.653), eval_f=eval_f0, lb = c(0), ub = c(6), eval_g_ineq = eval_g0, opts = list("algorithm"="NLOPT_LN_COBYLA", "maxeval&q...
2013 Jan 03
0
help with NLOPTR
...h=0.15 Cg=6240 Cs=2820 A= 100 D=0.0001 greekp=0.43 K=100000 ##### Species Parameters########## b1=0.38 p1=16654 v1 = 0.28 N1=6000 g1=1 delta1=1 b2=0.4 p2=2797 v2 = 0.31 N2=10000 g2=1 delta2=1 ####################################### Objective function ############################################ eval_f = function (x) { return(-1 * ( ( (1-alphah) *log(F) ) + ( alphah* ( (x[1]*(((N1/A)*(g1^greekp)*(x[3]^b1))+((1-exp(-2*D*v1*N1))*x[4]))) + (x[2]*(((N2/A)*(g2^greekp)*(x[3]^b2))+((1-exp(-2*D*v2*N2))*x[4]) )) ) ) ) ) } ############################### Objective function gradient ###########...
2013 Feb 18
2
error: Error in if (is.na(f0$objective)) { : argument is of length zero
...2])*z_i1)/x[2]) H1[i1,j1]<-pnorm(up1,mean=5,sd=1)-pnorm(down1,mean=5,sd=1)} } K1<-solve(I1-H1) one1 <- matrix(1,nrow=t1,ncol=1) u1 <- matrix(0,nrow=m1,ncol=1) y1<-c(u1, 1, u1) z1<-t(y1) ARLV1<-K1%*%one1 ARLV21<-t(ARLV1) return( abs((ARLV21%*%y1)-500)-1) } eval_f0 <- function(x) romberg(function(s) f(x, s), 0, 6) of <- nloptr( x0=c(0.653,0.09), eval_f=eval_f0, lb = c(0,0), ub = c(6,1), eval_g_ineq = eval_g0, opts = list("algorithm"="NLOPT_LN_COBYLA", &q...
2013 Feb 27
0
A program running for a too long time
...mean=0,sd=1)-pnorm(down,mean=0,sd=1)} } K<-solve(I-H) one <- matrix(1,nrow=t,ncol=1) u <- matrix(0,nrow=m,ncol=1) y<-c(u, 1, u) z<-t(y) ARLV<-K%*%one ARLV2<-t(ARLV) return(ARLV2%*%y) } # constraint function eval_g0 <- function(x) abs(f(x,0)-500)-1 #objective function eval_f0 <- function(x) romberg(function(y) ((1+y*y)*f(x,y)/6),0,6, tol = .Machine$double.eps^(2/3))$value obj <- nloptr( x0=c(0.653,0.09), eval_f=eval_f0, lb = c(0,0), ub = c(6,1), eval_g_ineq = eval_g0, opts = list(&qu...
2025 Apr 30
1
Estimating regression with constraints in model coefficients
...- function(beta) sum_constraint(beta, C = 2) # example >C > > > > > > > > > > > > # Run optimization > > > > > > > > res <- nloptr( > > > > > > > > x0 = rep(0, ncol(X)), > > > > > > > > eval_f = objective, > > > > > > > > lb = lower_bounds, > > > > > > > > ub = upper_bounds, > > > > > > > > eval_g_eq = eq_constraint, > > > > > > > > opts = list(algorithm = "NLOPT_LD_SLSQP", xtol_rel...
2025 May 04
0
Estimating regression with constraints in model coefficients - Follow-up on Constrained Ordinal Model — Optimized via COBYLA
...aint(beta, C = 2) # example >C > > > > > > > > > > > # Run optimization > > > > > > > > > > res <- nloptr( > > > > > > > > > > x0 = rep(0, ncol(X)), > > > > > > > > > > eval_f = objective, > > > > > > > > > > lb = lower_bounds, > > > > > > > > > > ub = upper_bounds, > > > > > > > > > > eval_g_eq = eq_constraint, > > > > > > > > > > opts = list(algorithm...