将参数传递给nloptr目标函数-R
我打算在将参数传递给nloptr目标函数-R,r,function,nonlinear-optimization,minimization,R,Function,Nonlinear Optimization,Minimization,我打算在for循环中使用nloptr包,如下所示: for(n in 1:ncol(my.data.matrix.prod)) { alpha.beta <- as.vector(Alpha.beta.Matrix.Init[,n]) opts = list("algorithm"="NLOPT_LN_COBYLA", "xtol_rel"=1.0e-8, "maxeval"= 2000) lb = vector("numeric",length= l
for
循环中使用nloptr
包,如下所示:
for(n in 1:ncol(my.data.matrix.prod))
{
alpha.beta <- as.vector(Alpha.beta.Matrix.Init[,n])
opts = list("algorithm"="NLOPT_LN_COBYLA",
"xtol_rel"=1.0e-8, "maxeval"= 2000)
lb = vector("numeric",length= length(alpha.beta))
result <- nloptr(alpha.beta,eval_f = Error.func.oil,lb=lb,
ub = c(Inf,Inf),eval_g_ineq=Const.func.oil,
opts = opts)
Final.Alpha.beta.Matrix[,n] <- result$solution
}
约束函数很简单,定义如下:
Error.func.oil <- function(my.data.var,n)
{
my.data.var.mat <- matrix(my.data.var,nrow = 2,ncol = ncol(my.data.matrix.prod) ,byrow = TRUE)
qo.est.matrix <- Qo.Est.func(my.data.var.mat)
diff.values <- well.oilprod-qo.est.matrix #FIND DIFFERENCE BETWEEN CAL. MATRIX AND ORIGINAL MATRIX
Error <- ((colSums ((diff.values^2), na.rm = FALSE, dims = 1))/nrow(well.oilprod))^0.5 #sum of square root of the diff
Error[n]
}
Const.func.oil <- function(alpha.beta)
{
cnst <- alpha.beta[2]-1
cnst
}
Const.func.oil正常。我在网上读了一些例子,发现在nloptr
本身的定义中,我可能会提到“n”:
for(n in 1:ncol(my.data.matrix.prod))
{
alpha.beta <- as.vector(Alpha.beta.Matrix.Init[,n])
opts = list("algorithm"="NLOPT_LN_COBYLA",
"xtol_rel"=1.0e-8, "maxeval"= 5000)
lb = c(0,0)
result <- nloptr(alpha.beta,eval_f = Error.func.oil,lb=lb,
ub = c(Inf,Inf),
opts = opts, n=n) #Added 'n' HERE
Final.Alpha.beta.Matrix[,n] <- result$solution
}
for(n/1:ncol(my.data.matrix.prod))
{
alpha.beta是的,这是正确的,nloptr将…
作为输入参数,并将它们传递到目标函数中。