Example-1 {ROI.plugin.deoptim} | R Documentation |
The following example is also known as Rosenbrock's banana function (https://en.wikipedia.org/wiki/Rosenbrock_function).
minimize \ f(x) = 100 (x_2 - x_1^2)^2 + (1 - x_1)^2
Solution: c(1, 1)
Sys.setenv(ROI_LOAD_PLUGINS = FALSE) library(ROI) library(ROI.plugin.deoptim) f <- function(x) { return( 100 * (x[2] - x[1]^2)^2 + (1 - x[1])^2 ) } x <- OP( objective = F_objective(f, n=2L, names=c("x_1", "x_2")), bounds = V_bound(li=1:2, ui=1:2, lb=c(-3, -3), ub=c(3, 3)) ) nlp <- ROI_solve(x, solver = "deoptim") nlp ## Optimal solution found. ## The objective value is: 3.828383e-22 solution(nlp) ## x_1 x_2 ## 1 1