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¤È¤ê¤¢¤¨¤º¡ÖRosenbrock Banana function¡×¤Î·ë²Ì¤ò
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fr <- function(x) { ## Rosenbrock Banana function x1 <- x[1] x2 <- x[2] 100 * (x2 - x1 * x1)^2 + (1 - x1)^2 } grr <- function(x) { ## Gradient of 'fr' x1 <- x[1] x2 <- x[2] c(-400 * x1 * (x2 - x1 * x1) - 2 * (1 - x1), 200 * (x2 - x1 * x1)) } # x<=0.9, y-x>0.1 constrOptim(c(.5,0), fr, grr, ui=rbind(c(-1,0),c(1,-1)), ci=c(-0.9,0.1))
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- x<=0.9, x-y>0.1 ¤¬Àµ²ò
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8-th iteration step scf= 1.0000e+000 psist= 0.0000e+000 psi= 0.0000e+000 upsi= 0.0000e+000 fxst= 6.5000e+000 fx= 1.6483e-001 x= 6.4929e-002 4.0113e-002 --- ¡ valid permutation of x 1 2
- scf
- ÌÜŪ´Ø¿ô¤Î¥¹¥±¡¼¥ê¥ó¥°
- psist
- scaled penalty term at x_init
- psi
- scaled penalty term
- upsi
- unscaled l1-penalty term
- fxst
- ½é´üÃͤÎÌÜŪ´Ø¿ô¤ÎÃÍ
- ½é´üÃͤϡʣ°¡¥£µ £°¡¥£°¡Ë
R¤Ç³Îǧ > fr(c(0.5, 0)) [1] 6.5
- fx
- ¤¤¤Þ¤Î£ø¤Ç¤ÎÌÜŪ´Ø¿ô¤ÎÃÍ
- ¤¤¤Þ£ø¤Î¥¹¥±¡¼¥ê¥ó¥°¤ò£±£°¤Ë¤·¤Æ¤¤¤ë¤Î¤Çɾ²Á¤¹¤ëÃͤϡ¤Î£±£°ÇÜ
R¤Ç³Îǧ > fr(c(6.4929e-001, 4.0113e-001)) [1] 0.1648075
- £ø
- ¤Ï¤â¤Á¤í¤ó¤¤¤Þ¤Î£ø¤ÎÃÍ
- valid permutation of x
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del= 6.00000e-002 b2n0= 2.86041e-001 b2n= 6.16332e+001 gfn= 6.16332e+001
- del
- bound for currently active constraints¡Ê¦Äk¡Ë
- b2n0
- l2-norm of projected gradient
- b2n
- weighted norm of projected gradient
- gfn
- Èù·¸¿ô¤Î¥Î¥ë¥à
- ¤³¤Î¥±¡¼¥¹¤À¤È¥¹¥±¡¼¥ê¥ó¥°¤¬£±£°¤Ê¤Î¤Ç°Ê²¼¤Î·×»»ÊýË¡
R¤Ç³Îǧ > sum((10 * grr(c(6.4929e-001, 4.0113e-001)))^2)^0.5 [1] 61.61821
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- f(x) ¡á f(10x')
- [f(x)]' ¡á [f(10x')]'
- ¡á 10 £ø [f(x)]'
- ¡á 10 £ø £ç£ò£ò(x)
values of restrictions ( 1 1.4816e-001 1.0000e+001) ( 2 2.5071e-001 1.0000e+001)
- values of restrictions
- list of values of binding constraints and gradient norm
R¤Ç³Îǧ > 6.4929e-001 - 4.0113e-001 - 0.1 [1] 0.14816 > - 6.4929e-001 + 0.9 [1] 0.25071
- Èù·¸¿ô¤ÏÀ©Ìó¾ò·ï¤ÎÄêµÁ¤«¤éÌÀ¤é¤«
switch(i) { case 1: gradgi[1] = 1.e0; gradgi[2] = -1.e0; case 2: gradgi[1] = -1.e0; gradgi[2] = 0.e0; default:
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