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library(minqa)
# rm(list=ls())
cyq.f <- function (x) {
rv<-cyq.res(x)
f<-sum(rv*rv)
}
cyq.res <- function (x) {
# Fletcher's chebyquad function m = n -- residuals
n<-length(x)
res<-rep(0,n) # initialize
for (i in 1:n) { #loop over resids
rr<-0.0
for (k in 1:n) {
z7<-1.0
z2<-2.0*x[k]-1.0
z8<-z2
j<-1
while (j<i) {
z6<-z7
z7<-z8
z8<-2*z2*z7-z6 # recurrence to compute Chebyshev polynomial
j<-j+1
} # end recurrence loop
rr<-rr+z8
} # end loop on k
rr<-rr/n
if (2*trunc(i/2) == i) { rr <- rr + 1.0/(i*i - 1) }
res[i]<-rr
} # end loop on i
res
}
xstart<-rep(1,6)
lower<-rep(-10,6)
upper<-rep(10,6)
tu6<-system.time(cu6<-uobyqa(xstart,cyq.f,control=list(iprint=2,maxfun=25000)))
str(cu6)
tu6
tn6<-system.time(cn6<-newuoa(xstart,cyq.f,control=list(iprint=2,maxfun=25000)))
str(cn6)
tn6
tb6<-system.time(cb6<-bobyqa(xstart,cyq.f,lower=lower, upper=upper, control=list(iprint=2,maxfun=25000)))
str(cb6)
tb6
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