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Returns an approximate minimum of the expression F with respect to the variables X, subject to an optional set of constraints. Y is a list of initial guesses for X.
F must be ordinary expressions, not names of functions or lambda expressions.
optional_args
represents additional arguments,
specified as symbol = value
.
The optional arguments recognized are:
constraints
List of inequality and equality constraints that must be satisfied by
X. The inequality constraints must be actual inequalities of
the form g(X) >= h(X)
or g(X) <=
h(X)
. The equality constraints must be of the form
g(X) = h(X)
.
rhobeg
Initial value of the internal RHO variable which controls the size of simplex. (Defaults to 1.0)
rhoend
The desired final value rho parameter. It is approximately the accuracy in the variables. (Defaults to 1d-6.)
iprint
Verbose output level. (Defaults to 0)
maxfun
The maximum number of function evaluations. (Defaults to 1000).
On return, a vector is given:
var = value
for each of the
variables listed in X.
MAXCV stands for “MAXimum Constraint Violation” and is the value of \(max(0.0, -c1(x), -c2(x),...-cm(x))\) where \(ck(x)\) denotes the k’th constraint function. (Note that maxima allows constraints of the form \(f(x) = g(x)\), which are internally converted to \(f(x)-g(x) >= 0\) and \(g(x)-f(x) >= 0\) which is required by COBYLA).
load("fmin_cobyla")
loads this function.
This function is identical to fmin_cobyla
, except that bigfloat
operations are used, and the default value for rhoend is
10^(fpprec/2)
.
See fmin_cobyla
for more information.
load("bf_fmin_cobyla")
loads this function.
Next: Examples for cobyla, Previous: Introduction to cobyla, Up: cobyla [Contents][Index]