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.
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