Hi Richard, If not for your condition (d), which imposes nonlinear constraints, you could have used `constrOptim'. I have written a function called `constrOptim.nl" that can handle nonlinear inequality constraints, and it also improves upon `constrOptim' in a couple of aspects. Fortunately, you do not have any nonlinear equality constraints, which it does not handle. If you are interested, I can share this function with you.
Just curious - how big is H? How successful were you with Rdonlp2? Ravi. ____________________________________________________________________ Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu ----- Original Message ----- From: Richard Valliant <rvalli...@survey.umd.edu> Date: Thursday, September 3, 2009 3:05 pm Subject: Re: [R] Rdonlp2 package question To: rvarad...@jhmi.edu, r-help@r-project.org > Ravi & list, > > Here is a simplified example of the type of problem I need to solve. > It's a constrained allocation problem of a finite population sample: > > Decision vars: n[h] , h=1:H, i.e an H-vector of stratum sample sizes > Objective: Min the sum over h=1:H of ( W[h]^2 * S[h]^2 / n[h] ) > where W[h] = proportion of pop in stratum h > S[h] = pop standard deviation of some variable Y > > Constraints: > a) sum over h of n[h] * c[h] <= (total budget); c[h] are costs > b) all n[h] <= pop size in stratum h > c) all n[h] >= some minimum sample size > d) sum over a subset of strata of ( W[h]^2 * S[h]^2 / n[h] ) <= (some > bound) > require d) for several subsets. > > So, the Objective is in terms of 1/n[h] and the constraints are in > terms of both n[h] and 1/n[h]. > > Will BB do this? > > Thanks > rv > > Richard Valliant, Ph.D. > University of Maryland > Joint Program for Survey Methodology > 1218 Lefrak Hall > College Park MD 20742 > (301)-405-0932 > FAX: (301) 314-7912 > > > >>> Ravi Varadhan <rvarad...@jhmi.edu> 9/3/2009 2:42:12 PM >>> > Hi Richard, > > Others have written to me about the non-availability of the Rdonlp2 > package on CRAN and on package author's website. Some of these emails > had expressed the hardships that thay are experiencing because a lot > of > their codes are dependent upon Rdonlp2. They had also expressed their > frustration at the non-response of the package author. > > This is a really bad situation and highlights a (rectifiable) weaknesse > of an open-source enterprise such as R. > > Your situation brings up an important issue for the R core/community > to > address. My guess is that the non-availability of Rdonlp2 is due to > GPL licensing issues related to the DONLP2 code that is owned by Peter > Spellucci. I am guessing that the Rdonlp2 package author did not obtain > clear permission and GPL licensing from Spellucci before releasing his > package. This is very unfortunate. It should not be allowed to happen > in the future. > > When I created my BB package to solve high-dimensional optimization > problems, I wrote to Marcos Raydan and Ernesto Birgin and got their > "blessings" to base my package on their Fortran code, befroe releasing > the package. They even gave me a TPL license (total public license)! > , > which means "do whatever you like with it." > > I am not sure what the best way is to ensure that the user-contributed > packages do not have licensing issues associated with them. But this > needs to be done. > > Coming back to your specific problem, can you give us more details on > your optimization problem? For example, (a) what is the nature of your > objective function? what sort of constraints do you have > (linear/nonlinear, equality/inequality)? This would help us suggest > alternatives to Rdonlp2, if possible. > > Hope this helps, > Ravi. > > > ____________________________________________________________________ > > Ravi Varadhan, Ph.D. > Assistant Professor, > Division of Geriatric Medicine and Gerontology > School of Medicine > Johns Hopkins University > > Ph. (410) 502-2619 > email: rvarad...@jhmi.edu > > > ----- Original Message ----- > From: Richard Valliant <rvalli...@survey.umd.edu> > Date: Thursday, September 3, 2009 11:03 am > Subject: [R] Rdonlp2 package question > To: r-help@r-project.org > > > > Previous versions have this question have partially bounced. > > I apologize if parts of this are showing up multiple times on the > > list. > > Another try ... > > > > There was at one time an R package called Rdonlp2 for solving > > constrained nonlinear programming problems. Both the objective > > function > > and the constraints could be nonlinear in the decision variables. > > > > The package is no longer in the CRAN list. Does anyone know what > > happened to it? At one point a zip file of the package was > available > > at > > arumat.net/Rdonlp2/, but now that is missing also. I sent an > > email to the author but received no response. > > > > Are there any alternatives for constrained nonlinear programming > > problems among the active packages? I need something that will > solve > > the > > same kinds of problems that, say, Excel Solver will do using the > grg2 > > algorithm (or something similar). > > > > Thanks > > Richard Valliant > > > > ______________________________________________ > > R-help@r-project.org mailing list > > > > PLEASE do read the posting guide > > and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ 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.
