Is there a reason why NLOPT_LD_CCSAQ is not included in nlotpr? about nloptr HOT 4 CLOSED

This might be an algorithm that has been added at a later stage to NLopt.

Could you try running

# Hack to prevent checking on R side before sending to C.
R.utils::reassignInPackage("is.nloptr", pkgName="nloptr", function(x) { return(TRUE) })

before

# solve Rosenbrock Banana function
res <- nloptr( x0=x0, 
               eval_f=eval_f, 
               eval_grad_f=eval_grad_f,
               opts=opts)

and see what the output is?

On Windows, I get

Error: unknown algorithm NLOPT_LD_CCSAQ.

suggesting that the algorithm is not included in the NLopt version that is included in the Windows version of nloptr. This may be different on other operating systems.

from nloptr.

Good point. On Ubuntu with the distribution version 2.4.2 I see

edd@rob:~$ grep 'NLOPT_.._' /usr/include/nlopt.h
     NLOPT_GN_DIRECT = 0,
     NLOPT_GN_DIRECT_L,
     NLOPT_GN_DIRECT_L_RAND,
     NLOPT_GN_DIRECT_NOSCAL,
     NLOPT_GN_DIRECT_L_NOSCAL,
     NLOPT_GN_DIRECT_L_RAND_NOSCAL,
     NLOPT_GN_ORIG_DIRECT,
     NLOPT_GN_ORIG_DIRECT_L,
     NLOPT_GD_STOGO,
     NLOPT_GD_STOGO_RAND,
     NLOPT_LD_LBFGS_NOCEDAL,
     NLOPT_LD_LBFGS,
     NLOPT_LN_PRAXIS,
     NLOPT_LD_VAR1,
     NLOPT_LD_VAR2,
     NLOPT_LD_TNEWTON,
     NLOPT_LD_TNEWTON_RESTART,
     NLOPT_LD_TNEWTON_PRECOND,
     NLOPT_LD_TNEWTON_PRECOND_RESTART,
     NLOPT_GN_CRS2_LM,
     NLOPT_GN_MLSL,
     NLOPT_GD_MLSL,
     NLOPT_GN_MLSL_LDS,
     NLOPT_GD_MLSL_LDS,
     NLOPT_LD_MMA,
     NLOPT_LN_COBYLA,
     NLOPT_LN_NEWUOA,
     NLOPT_LN_NEWUOA_BOUND,
     NLOPT_LN_NELDERMEAD,
     NLOPT_LN_SBPLX,
     NLOPT_LN_AUGLAG,
     NLOPT_LD_AUGLAG,
     NLOPT_LN_AUGLAG_EQ,
     NLOPT_LD_AUGLAG_EQ,
     NLOPT_LN_BOBYQA,
     NLOPT_GN_ISRES,
     NLOPT_LD_SLSQP,
     NLOPT_LD_CCSAQ,
     NLOPT_GN_ESCH,
edd@rob:~$

from nloptr.

@jyypma

Could you try running

# Hack to prevent checking on R side before sending to C.
R.utils::reassignInPackage("is.nloptr", pkgName="nloptr", function(x) { return(TRUE) })

before

# solve Rosenbrock Banana function
res <- nloptr( x0=x0, 
               eval_f=eval_f, 
               eval_grad_f=eval_grad_f,
               opts=opts)

and see what the output is?

On Windows, I get

Error: unknown algorithm NLOPT_LD_CCSAQ.

suggesting that the algorithm is not included in the NLopt version that is included in the Windows version of nloptr. This may be different on other operating systems.

Got the same error on Ubuntu 18.04 : I also had to modify src/nlopt.c to make things work. I sent you a PR #52 if you want to consider my solution.

from nloptr.

Closed by 507c262

from nloptr.