Thanks Paul. I thought constrOptim does not do equality. I will check again.
A concrete example for finding a solution based on a target value instead of min or max would be something like this: let's say I am trying exponential smoothing on a time series and would like to find a solution for the smoothing constant that instead of minimizes the root mean square error (RMSE), it targets a particular value of RMSE. Is this possible in R? On 1/9/08, Paul Smith <[EMAIL PROTECTED]> wrote: > > On Jan 9, 2008 1:14 PM, tom soyer <[EMAIL PROTECTED]> wrote: > > Thanks Paul. yes, with equality constraints. What are "friends"? I read > the > > document for optim, but still could not figure out how to do this. Do > you > > just set the lower bound equal to the upper bound? > > constrOptim is a friend of optim. See ?constrOptim. > > Could you please provide a concrete example of an optimization problem > that you would like R solving it? > > > Also, is it possible to ask R to search for a solution based on a target > > value instead of min and max? Is there a function like that in R? > > Could you please provide a concrete example? > > Paul > > > > > On 1/9/08, Paul Smith <[EMAIL PROTECTED]> wrote: > > > > > > > > > > > > On Jan 9, 2008 4:01 AM, tom soyer <[EMAIL PROTECTED]> wrote: > > > > I noticed that R has a few bound-constrained nonlinear min and max > > solvers, > > > > such as optim, nlm, etc. But I could not find a constrained min and > max > > > > solver that is not LP. Does this mean R do not have this capability? > It > > is > > > > hard to believe that R may not be as advanced as Excel in certain > > areas... > > > > Maybe it's there but I missed it? Does anyone know? > > > > > > Do you mean optimization solvers for nonlinear problems with equality > > > constraints? If so, you can use optim and friends with penalties to > > > incorporate equality constraints. > > > > > > Paul > > > > > > > > > ______________________________________________ > > > R-help@r-project.org mailing list > > > https://stat.ethz.ch/mailman/listinfo/r-help > > > PLEASE do read the posting guide > > http://www.R-project.org/posting-guide.html > > > and provide commented, minimal, self-contained, reproducible code. > > > > > > > > > > > -- > > Tom > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Tom [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
