[R] problems with constrained optimization

[Erich Neuwirth]

Bad starting value.
Try 
c(3/5,4/5)

On Aug 19, 2013, at 1:33 PM, <IliaN at gertner.health.gov.il> wrote:

> I tried ti run a simple example with function solnp() from Rsolnp: find
> max(x+y) on a unit circle x*x+y*y=1. The answer should be x=y=1/sqrt(2)
> with max=sqrt(2).
> 
> Here are my code and results
> 
> ################################################
> 
>> # test Rsolnp
> 
>> library(Rsolnp)
> 
>> fn1 <- function(x)
> 
> + {
> 
> +   x[1] + x[2]
> 
> + }
> 
>> cond <- function(x)
> 
> + {
> 
> +  z<- x[1]*x[1] + x[2]*x[2]
> 
> + }
> 
>> x0 <- c(0,1)
> 
>> cval <- c(1)
> 
>> optim <-solnp(x0,fun=fn1,eqfun=cond,eqB=cval)
> 
> 
> 
> Iter: 1 fn: 1.0000       Pars:  -3.053e-11  1.000e+00
> 
> solnp--> Completed in 1 iterations
> 
>> optim
> 
> $pars
> 
> [1] -3.053113e-11  1.000000e+00
> 
> 
> 
> $convergence
> 
> [1] 0
> 
> 
> 
> $values
> 
> [1] 1 1
> 
> 
> 
> $lagrange
> 
>     [,1]
> 
> [1,]  0.5
> 
> 
> 
> $hessian
> 
>      [,1] [,2]
> 
> [1,] 2e+10    0
> 
> [2,] 0e+00    1
> 
> 
> 
> $ineqx0
> 
> NULL
> 
> 
> 
> $nfuneval
> 
> [1] 13
> 
> 
> 
> $outer.iter
> 
> [1] 1
> 
> 
> 
> $elapsed
> 
> Time difference of 0.00500083 secs
> 
> 
> 
>> 
> 
> #####################################################
> 
> SOMETHING IS WRONG BUT I DO NOT SEE ANY MY MISTAKE. 
> 
> 
> 	[[alternative HTML version deleted]]
> 
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