Add a single optimr() solution to a opm() result set

A function that attempts to add a row to an opm() result matrix. opm() is a multi-method optimization wrapper.

optimr2opm(ans, opmmat)

Arguments

ans

A result object from the optimr() function for a particular method.

opmmat

the object returned by opm() from trying to solve an optimization problem with multiple solvers

Value

An object in the form of an opm() multiple solver result with either one row if opmobj does not exist, or one new row at the bottom if it does.

Examples

fr <- function(x) {   ## Rosenbrock Banana function
    x1 <- x[1]
    x2 <- x[2]
    100 * (x2 - x1 * x1)^2 + (1 - x1)^2
}
grr <- function(x) { ## Gradient of 'fr'
    x1 <- x[1]
    x2 <- x[2]
    c(-400 * x1 * (x2 - x1 * x1) - 2 * (1 - x1),
       200 *      (x2 - x1 * x1))
}
mset <- c("ncg", "nvm", "anms")
x0<-c(-1.2,1)
mychk <- opm(par=x0, fr, grr, method=mset)
#> Warning: kktchk: pHes not symmetric -- symmetrizing
#> Warning: kktchk: pHes not symmetric -- symmetrizing
#> Warning: kktchk: pHes not symmetric -- symmetrizing
cat("Summary output from opm\n")
#> Summary output from opm
print(summary(mychk))
#>             p1 s1        p2 s2        value fevals gevals hevals conv kkt1 kkt2
#> ncg  0.9999999    0.9999997    1.708733e-14    555    319      0    0 TRUE TRUE
#> nvm  1.0000000    1.0000000    1.232595e-32     59     39      0    2 TRUE TRUE
#> anms 1.0000000    1.0000000    1.238564e-21    243      0      0    0 TRUE TRUE
#>      xtime
#> ncg  0.005
#> nvm  0.002
#> anms 0.006
myans<-optimr(x0, fr, grr, method="tnewt")
cat("Add the solution from method 'tnewt'\n")
#> Add the solution from method 'tnewt'
mychk2<-optimr2opm(myans, mychk)
print(summary(mychk2))
#>              p1 s1        p2 s2        value fevals gevals hevals conv kkt1
#> ncg   0.9999999    0.9999997    1.708733e-14    555    319      0    0    1
#> nvm   1.0000000    1.0000000    1.232595e-32     59     39      0    2    1
#> anms  1.0000000    1.0000000    1.238564e-21    243      0      0    0    1
#> tnewt 1.0000000    1.0000000    1.767495e-24     76     75      0    0   NA
#>       kkt2 xtime
#> ncg      1 0.005
#> nvm      1 0.002
#> anms     1 0.006
#> tnewt   NA    NA