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 } jacdsln <- function(x) { n <- length(x) Df <- matrix(numeric(n*n),n,n) Df[1,1] <- 2*x[1] Df[1,2] <- 2*x[2] Df[2,1] <- exp(x[1]-1) Df[2,2] <- 3*x[2]^2 Df } xstart <- c(2,0.5) fstart <- dslnex(xstart) xstart fstart # a solution is c(1,1) do.print.xf <- FALSE print.result <- function(z) { if( do.print.xf ) { print(z$x) print(z$fvec) } print(z$message) print(all(abs(z$fvec)<=1e-8)) } # Broyden numerical Jacobian for( z in c("cline", "qline", "gline") ) { # cubic, quadratic, geometric linesearch znlq <- nleqslv(xstart, dslnex, global=z,control=list(btol=.01)) print.result(znlq) } # Broyden numerical Jacobian 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)) print.result(znlq) } } # Broyden analytical jacobian 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, jacdsln, global=z, control=list(btol=.01,delta=delta)) print.result(znlq) } } # Newton analytical jacobian 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, jacdsln, method="Newton", global=z, control=list(btol=.01,delta=delta)) print.result(znlq) } }