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  1. # objective function
  2. eval_f0 <- function(x0, x1, x2, x3, x4, x5){
  3.   x1 <- matrix(x0[1:nrow(trd)], ncol = 1)
  4.   return( t(x1)%*%x1)
  5. }
  6. # constraint function
  7. eval_inque <- function(x0, x1, x2, x3, x4, x5) {
  8.   x2 <- matrix(x0[nrow(trd)+1:nrow(trd)*2], ncol = 1)
  9.   x3 <- matrix(x0[nrow(trd)*2+1:nrow(trd)*2+24], ncol = 1)
  10.   x4 <- matrix(x0[nrow(trd)*2+25:nrow(trd)*3+25], ncol = 1)
  11.   x5 <- matrix(x0[nrow(trd)*3+25:nrow(trd)*4+25], ncol = 1)
  12.   return(rbind(c(-1*x2),
  13.                c((trd%*%x3-x4%*%Price+x1)-x5),
  14.                c(-1*x5),
  15.                c(x2-1)))
  16. }
  17. # constraint function
  18. eval_que <- function(x0, x1, x2, x3, x4, x5) {
  19.   x2 <- matrix(x0[nrow(trd)+1:nrow(trd)*2], ncol = 1)
  20.   x3 <- matrix(x0[nrow(trd)*2+1:nrow(trd)*2+24], ncol = 1)
  21.   x4 <- matrix(x0[nrow(trd)*2+25:nrow(trd)*3+25], ncol = 1)
  22.   x5 <- matrix(x0[nrow(trd)*3+25:nrow(trd)*4+25], ncol = 1)
  23.   return(rbind(c(x2-Market),
  24.                c(t(x2%*%(x5-(trd%*%x3-x4%*%Price+x1)))),
  25.                c(t(x5)%*%(1-x2))))
  26. }
  27.  
  28.  
  29. res1 <- nloptr( x0=rep(1, nrow(trd)*4+nrow(trd)),
  30.                 eval_f = eval_f0,
  31.                 eval_g_ineq = eval_inque,
  32.                 eval_g_eq = eval_que,
  33.                 lb = rep(0, nrow(trd)*4+nrow(trd)),
  34.                 ub = rep(Inf, nrow(trd)*4+nrow(trd)),
  35.                 opts = list("algorithm"="NLOPT_LD_SLSQP"),
  36.                 x1 = matrix(nrow(trd), ncol = 1),
  37.                 x2 = matrix(nrow(trd), ncol = 1),
  38.                 x3 = matrix(23, ncol = 1),
  39.                 x4 = matrix(nrow(trd), ncol = 1),
  40.                 x5 = matrix(nrow(trd), ncol = 1)
  41.                 )
Compilation error #stdin compilation error #stdout 0s 0KB
comments (?)
stdin 
Standard input is empty
compilation info 
Main.java:1: error: illegal character: '#'
# objective function
^
Main.java:1: error: class, interface, or enum expected
# objective function
            ^
Main.java:6: error: illegal character: '#'
# constraint function
^
Main.java:17: error: illegal character: '#'
# constraint function
^
4 errors
stdout 
Standard output is empty
https://ideone.com/WzXjyk
language:
Java (HotSpot 12)
created:
9 years ago
visibility:
public

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