Displaying 3 results from an estimated 3 matches for "eval_f0".
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&qu...
2013 Feb 18
2
error: Error in if (is.na(f0$objective)) { : argument is of length zero
...2])*z_i1)/x[2])
H1[i1,j1]<-pnorm(up1,mean=5,sd=1)-pnorm(down1,mean=5,sd=1)}
}
K1<-solve(I1-H1)
one1 <- matrix(1,nrow=t1,ncol=1)
u1 <- matrix(0,nrow=m1,ncol=1)
y1<-c(u1, 1, u1)
z1<-t(y1)
ARLV1<-K1%*%one1
ARLV21<-t(ARLV1)
return( abs((ARLV21%*%y1)-500)-1)
}
eval_f0 <- function(x) romberg(function(s) f(x, s), 0, 6)
of <- nloptr( x0=c(0.653,0.09),
eval_f=eval_f0,
lb = c(0,0),
ub = c(6,1),
eval_g_ineq = eval_g0,
opts = list("algorithm"="NLOPT_LN_COBYLA", &qu...
2013 Feb 27
0
A program running for a too long time
...mean=0,sd=1)-pnorm(down,mean=0,sd=1)}
}
K<-solve(I-H)
one <- matrix(1,nrow=t,ncol=1)
u <- matrix(0,nrow=m,ncol=1)
y<-c(u, 1, u)
z<-t(y)
ARLV<-K%*%one
ARLV2<-t(ARLV)
return(ARLV2%*%y)
}
# constraint function
eval_g0 <- function(x) abs(f(x,0)-500)-1
#objective function
eval_f0 <- function(x) romberg(function(y) ((1+y*y)*f(x,y)/6),0,6, tol =
.Machine$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(&quo...