Example-3 {ROI.plugin.deoptim} | R Documentation |
The following example solves exmaple 36 from the Hock - Schittkowski models (http://apmonitor.com/wiki/index.php/Apps/HockSchittkowski).
minimize \ -x_1 x_2 x_3
subject \ to: \ x_1 + 2 x_2 + x_3 ≤q 72
0 ≤q x_1 ≤q 20, \ 0 ≤q x_2 ≤q 11, \ 0 ≤q x_3 ≤q 42
Sys.setenv(ROI_LOAD_PLUGINS = FALSE) library(ROI) library(ROI.plugin.deoptim) hs036_obj <- function(x) { -x[1] * x[2] * x[3] } hs036_con <- function(x) { x[1] + 2 * x[2] + 2 * x[3] } x <- OP( objective = F_objective(hs036_obj, n = 3L), constraints = F_constraint(hs036_con, "<=", 72), bounds = V_bound(ub = c(20, 11, 42)) ) nlp <- ROI_solve(x, solver = "deoptim", start = c(10, 10, 10), itermax = 100) nlp ## Optimal solution found. ## The objective value is: -3.300000e+03 solution(nlp, "objval") ## [1] -3300 solution(nlp) ## [1] 20 11 15