R Under development (unstable) (2024-07-03 r86870 ucrt) -- "Unsuffered Consequences" Copyright (C) 2024 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > library(subplex) > > ## Rosenbrock Banana function > rosen <- function (x) { + x1 <- x[1] + x2 <- x[2] + 100*(x2-x1*x1)^2+(1-x1)^2 + } > > fit <- subplex(par=c(11,-33),fn=rosen) > stopifnot(all.equal(fit$par,c(1,1),tol=1e-4)) > > rosen2 <- function (x) { + X <- matrix(x,ncol=2) + sum(apply(X,1,rosen)) + } > > fit <- subplex(par=c(-33,11,14,9,0,12),fn=rosen2,control=list(maxit=30000)) > stopifnot(all.equal(fit$par,c(1,1,1,1,1,1),tol=1e-4)) > > fit <- subplex(par=c(-33,11,14,9,0,12,15,9,-150,123),fn=rosen2,control=list(maxit=5e5),hessian=TRUE) > > ## Rosenbrock Banana function (using names) > rosen <- function (x, g = 0, h = 0) { + x1 <- x['a'] + x2 <- x['b']-h + 100*(x2-x1*x1)^2+(1-x1)^2+g + } > > fit <- subplex(par=c(b=11,a=-33),fn=rosen,h=22, + control=list(abstol=1e-9,parscale=5),hessian=TRUE) > stopifnot(all.equal(fit$par,c(b=23,a=1),tol=1e-5)) > stopifnot(all.equal(as.numeric(fit$hessian),c(200,-400,-400,802),tol=1e-5)) > > > proc.time() user system elapsed 16.81 0.21 17.01