F_objective function

General (Nonlinear) Objective Function

General (Nonlinear) Objective Function

General objective function f(x)f(x) to be optimized.

F_objective(F, n, G = NULL, H = NULL, names = NULL) ## S3 method for class 'F_objective' terms(x, ...) as.F_objective(x) ## S3 method for class 'F_objective' variable.names(object, ...)

Arguments

  • F: an R "function" taking a numeric vector x of length nn as argument.
  • n: the number of objective variables.
  • G: an R "function" returning the gradient at x.
  • H: an optional function holding the Hessian of F.
  • names: an optional character vector giving the names of x.
  • x: an R object.
  • ...: further arguments passed to or from other methods
  • object: an R object.

Returns

an object of class "F_objective" which inherits from "objective".

Author(s)

Stefan Theussl

  • Maintainer: Stefan Theussl
  • License: GPL-3
  • Last published: 2023-04-20