As far as I know, the reference describing the algorithm is:
A. Wächter and L. T. Biegler.
On the implementation of a primal-dual interior point filter line
search algorithm for large-scale nonlinear programming.
Mathematical Programming, 106(1):25-57, 2006.
There are more references here:
http://
Dear Paul,
No I haven't tried to use L-BFGS-B algorithm with bounds. Let me check if a
variable change can be used on my problem.
Thanks
Christophe
Le 7 juil. 2010 à 19:49, Paul Bailey a écrit :
>
> Have you considered using the optim function with L-BFGS-B for bounded
> optimization. Obviou
On Wed, Jul 7, 2010 at 1:49 PM, Paul Bailey wrote:
>
> Have you considered using the optim function with L-BFGS-B for bounded
> optimization. Obviously, you will have to do changes of variables so that
> everything is in terms of a rectangle (which is the type of bounding that
> it
> accepts).
>
Have you considered using the optim function with L-BFGS-B for bounded
optimization. Obviously, you will have to do changes of variables so that
everything is in terms of a rectangle (which is the type of bounding that it
accepts).
I believe it is based on "A LIMITED MEMORY ALGORITHM FOR BOUND CO
;
> Best,
> Ravi.
>
> -Original Message-
> From: Paul Gilbert [mailto:pgilb...@bank-banque-canada.ca]
> Sent: Wednesday, July 07, 2010 9:18 AM
> To: Ravi Varadhan; Christophe Dutang
> Subject: RE: [Rd] constrained optimization
>
> Ravi
>
> I think you
Thank you Jelmer,
I have just spent five minutes on the website, but I'm not sure to
understand which method is implemented. Is it *this method?
On the Implementation of a Primal-Dual Interior Point Filter Line Search
Algorithm for Large-Scale Nonlinear Programming*
Do you plan to put lpopt on CR
Subject: [Rd] constrained optimization
Dear list,
The task view on optimization does not reference a package for non linear
constrained optimization problems. Stefan Theussl told me to look at the
Rsolnp package, but unfortunately it is not very clear what method is R
ported. (The authors ported the
Dear list,
The task view on optimization does not reference a package for non linear
constrained optimization problems. Stefan Theussl told me to look at the
Rsolnp package, but unfortunately it is not very clear what method is R
ported. (The authors ported the matlab code of Yinyu Ye
http://www.s
