https://github.com/cran/nleqslv
Tip revision: df1338a1d3b03f54afbe4cee1204911a1fff6a5a authored by Berend Hasselman on 02 May 2016, 13:21:14 UTC
version 3.0.1
version 3.0.1
Tip revision: df1338a
dslnexCN.Rout.save
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>
> library("nleqslv")
>
> # Dennis & Schnabel,1996,"Numerical methods for unconstrained optimization and nonlinear equations", SIAM
> # example 6.5.1 page 149
>
> dslnex <- function(x) {
+ y <- numeric(2)
+ y[1] <- x[1]^2 + x[2]^2 - 2
+ y[2] <- exp(x[1]-1) + x[2]^3 - 2
+ y
+ }
>
>
> xstart <- c(2,0.5)
> fstart <- dslnex(xstart)
> xstart
[1] 2.0 0.5
> fstart
[1] 2.2500000 0.8432818
>
> do.print.xf <- TRUE
>
> print.result <- function(z) {
+ if( do.print.xf ) {
+ print(z$x)
+ print(z$fvec)
+ }
+ print(z$message)
+ print(all(abs(z$fvec)<=1e-8))
+ }
>
> sink("dslnexCN-num.txt")
> for( z in c("dbldog","pwldog") ) { # double dogleg, Powell (single) dogleg
+ for( delta in c(-1.0, -2.0) ) { # Cauchy step , Newton step
+ znlq <- nleqslv(xstart, dslnex, global=z, control=list(btol=.01,delta=delta, trace=1))
+ print.result(znlq)
+ }
+ }
> sink()
>
> sink("dslnexCN-char.txt")
> for( z in c("dbldog","pwldog") ) { # double dogleg, Powell (single) dogleg
+ for( delta in c("cauchy", "newton") ) { # Cauchy step , Newton step
+ znlq <- nleqslv(xstart, dslnex, global=z, control=list(btol=.01,delta=delta,trace=1))
+ print.result(znlq)
+ }
+ }
> sink()
>
> z1 <- readLines(con="dslnexCN-num.txt")
> z2 <- readLines(con="dslnexCN-char.txt")
>
> all.equal(z1,z2)
[1] TRUE
>
> proc.time()
user system elapsed
0.255 0.051 0.427