Dear all,
I am a new user to R and I am using pracma and nloptr libraries to minimize
a numerical integration subject to a single constraint . The integrand
itself is somehow a complicated function of x and y that is computed
through several steps. i formulated the integrand in a separate function
called f which is a function of x &y. I want to find the optimal value of x
such that the integration over y is minimum. Here is my code, it is not
working. I got an error: 'y' is missing
library('nloptr')
library('pracma')
f <- function(x,y) {#here i should put the commands representing my function
return( )
}
#constraint function
eval_g0 <- function(x) {
return( )
}
# objective function
eval_f0 <- function(x) {
romberg(f, 0.5, 0.5001)}
ARL1 <- nloptr( x0=c(0.653),
eval_f=eval_f0,
lb = c(0),
ub = c(6),
eval_g_ineq = eval_g0,
opts = list("algorithm"="NLOPT_LN_COBYLA", "maxeval"=1000),
)
print( )
Thanks
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