getProfileInf_optim {profExtrema} | R Documentation |
Compute profile inf function for an arbitrary matrix Psi
with with the L-BFGS-B algorithm of optim. Here the linear equality constraint is eliminated by using the Null space of Psi
.
getProfileInf_optim(eta, Psi, f, fprime, d, options = NULL)
eta |
|
Psi |
projection matrix of dimension |
f |
function to be optimized (takes a vector y of dimension d and returns a real number) |
fprime |
derivative of f (same format, returning a |
d |
dimension of the input for f |
options |
a list containing the options to be passed to optim:
|
a real value corresponding to min_{x \in D_Psi} f(x)
Dario Azzimonti
getProfileSup_optim, plotMaxMin