I got stuck while applying NLOPTR's ISRES algorithm to a nonlinear problem with inequality constraints. I formulated it like this:
library(nloptr)
fn <- function(x) {
(x[1]-10)^2 + 5*(x[2]-12)^2 + x[3]^4 + 3*(x[4]-11)^2 + 10*x[5]^6 + 7*x[6]^2 + x[7]^4 - 4*x[6]*x[7] - 10*x[6] - 8*x[7]
}
hin <- function(x) {
h <- numeric(4)
h[1] <- 127 - 2*x[1]^2 - 3*x[2]^4 - x[3] - 4*x[4]^2 - 5*x[5]
h[2] <- 282 - 7*x[1] - 3*x[2] - 10*x[3]^2 - x[4] + x[5]
h[3] <- 196 - 23*x[1] - x[2]^2 - 6*x[6]^2 + 8*x[7]
h[4] <- -4*x[1]^2 - x[2]^2 + 3*x[1]*x[2] -2*x[3]^2 - 5*x[6] +11*x[7]
return(h)
}
x0 <- c(1, 2, 0, 4, 0, 1, 1)
isres(x0 = x0, fn = fn, hin = hin)
I get a message which says "Error in match(hin): argument "table" is missing, with no default"
I guess I'm not doing something right with the inequality constraints. Can you please tell me how to solve this? Many Many thanks!
This is not really an answer. But I currently cannot comment.
I think the problem are not your constraints but the function isres. If you take a look into the code of the function (just type isres into your console), the start looks like this:
function (x0, fn, lower, upper, hin = NULL, heq = NULL, maxeval = 10000,
pop.size = 20 * (length(x0) + 1), xtol_rel = 1e-06, nl.info = FALSE,
...)
{
opts <- list()
opts$maxeval <- maxeval
opts$xtol_rel <- xtol_rel
opts$population <- pop.size
opts$algorithm <- "NLOPT_GN_ISRES"
fun <- match.fun(fn)
fn <- function(x) fun(x, ...)
if (!is.null(hin)) {
.hin <- match(hin)
hin <- function(x) (-1) * .hin(x)
}
...
Now, please note the line .hin <- match(hin). The match function is base R and should take two arguments, i.e.: x and table as it executes x %in% table (check ?match in the R documentation for more info). But, isres does not provide a table to the function.
As it stands know you have 3 options to solve your problem:
nloptr directly with the algorithm "NLOPT_GN_ISRES".