Sorry for the not enough info. the code seems to work for 10 or so variables
but stops optimizing if i give it anymore than that.
#Load data
Data <- read.table......csv',head=TRUE,sep=",",stringsAsFactors = FALSE)
#Load goal variables. this is what i'm trying to minimize to
Z<-read.table....csv',head=TRUE,sep=",",stringsAsFactors = FALSE)
#set array
Y<-array(0,dim=c(nrow(Data),15))
#load applicable values into array
for(j in 1:15){
for(k in 1:nrow(Data)){
Y[k,j] = Data[k,3+j]
}
}
#set constraint
A <- array(0,dim=c(2+nrow(Y),nrow(Y)))
B <- array(0,dim=c(2+nrow(Y),1))
# Constraint for total = 100%
for(w in 1:nrow(Data)){
A[1,w] = 1
A[2,w] = -1
}
#each value in x must be greater than 0
for(i in 1:nrow(Data)){
A[i+2,i] = 1
B[i+2] = -.00001
}
B[1,1] = .999
B[2,1] = -1.001
#initial guess
p0<- array(0,dim=c(nrow(Data)))
p0[1] = .5
p0[2] = .5000001
#objective function
minsquare<-function(x,Y,Z){sum((x %*% Y - Z)^2)}
#Optimization with constraints
constrOptim(p0,minsquare,Y=Y,Z=Z,NULL,ui=A,ci=B)
here is the code.
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