SACOBRA (version 1.2)

updateCobraEqu: Calculate cobra$xbest,fbest,ibest given the currently evaluated points.

Description

First, we calculate the set S of points being feasible in the inequalities and feasible with margin cobra$currentEps in the equalities. If S is non-empty, take the point from S with best objective as cobra$xbest. If S is empty (there are no feasible points): If the new point has lower maxViol than the maxViol of cobra$xbest, take it as the new cobra$xbest.

Usage

updateCobraEqu(cobra, xNew)

Arguments

cobra

an object of class COBRA (a long list)

xNew

the last evaluated point

Value

cobra, an object of class COBRA, with potentially modified cobra$xbest, cobra$fbest, cobra$ibest, cobra$noProgressCount

Details

Called from updateSaveCobra.