Varadhan
Subject: Re: [R] Constrained Optimization in R (alabama)
On 10-02-2013, at 21:16, Axel Urbiz wrote:
> Dear List,
>
> I'm trying to solve this simple optimization problem in R. The parameters
> are the exponents to the matrix mm. The constraints specify that each row
> of
On 10-02-2013, at 21:16, Axel Urbiz wrote:
> Dear List,
>
> I'm trying to solve this simple optimization problem in R. The parameters
> are the exponents to the matrix mm. The constraints specify that each row
> of the parameter matrix should sum to 1 and their product to 0. I don't
> understan
Axel,
Your objective function has the wrong sign. The maximum is infinity, so it
does not make sense to maximize. YOu should be minimizing the product. So,
remove the negative sign and it works as you had expected.
ff <- function (x) {
mm <- matrix(c(10, 25, 5, 10), 2, 2)
matx <- matri
Your constraints are non-sensical. The only way for these constraints to be
satisfied is for two of the parameters to be 0 and the other two to be 1.
Please spend time to formulate your problem correctly, before imposing on
others' time.
Ravi
From: Axel Ur
Dear List,
I'm trying to solve this simple optimization problem in R. The parameters
are the exponents to the matrix mm. The constraints specify that each row
of the parameter matrix should sum to 1 and their product to 0. I don't
understand why the constraints are not satisfied at the solution. I
On 05-11-2012, at 23:56, hayduke wrote:
> Thank-you Berend. This approach does work. Now I need to constrain the
> problem so that sum(d.NR) is positive for each fleet. I tried this but with
> no luck:
>
I see that on Nabble you have boldified the problem.
In the R-help mailing list this is con
Thank-you Berend. This approach does work. Now I need to constrain the
problem so that sum(d.NR) is positive for each fleet. I tried this but with
no luck:
*nfleets<-2
nareas<-2
M<-1
M<-array(M,dim=c(nfleets,nareas))
N<-1000
cost<-c(40,40)
cost<-array(cost,dim=c(nfleets,nareas))
Price<-2
Price<-ar
On 01-11-2012, at 21:59, hayduke wrote:
> Hi All,
> I am having some real difficulty in trying to carry out constrained
> optimization. I have had no problems with the Optim() function but when I
Being pedantic: I assume you mean optim(...)?
> try to constrain the problem I am getting all sort
Hi All,
I am having some real difficulty in trying to carry out constrained
optimization. I have had no problems with the Optim() function but when I
try to constrain the problem I am getting all sorts of error messages.
The model is a simple 2 area, 2 fleet, 1 stock model of a fishery. The code
i
Hello everyone,
I want to estimate a function for the relationship between the distance
and the cross-correlation coefficients. This means that I have several
pairs of distance and cross-correlation coefficients.
Hence, I have a function which includes two vectors with the same length
(for dis
On 16.06.2011 10:25, Animesh wrote:
I am trying to optimize a simple function, but I want to optimize it for
values of k between 0 and 1.
I read the help file for constrOptim function but it is always giving me
the error
constrOptim((0.4),simulation,NULL,ui=rbind(c(0,0),c(1,1)))
Your param
I am trying to optimize a simple function, but I want to optimize it for
values of k between 0 and 1.
I read the help file for constrOptim function but it is always giving me
the error
> constrOptim((0.4),simulation,NULL,ui=rbind(c(0,0),c(1,1)))
"Error in ui %*% theta : non-conformable arguments
Leonardo Monasterio gmail.com> writes:
>
> Dear R users,
>
> In the function bellow I want to find the maximum value of v,
> subject to the constrain that the sum of x is equal to 1.
> I want to maximize:
> v<-t(x)%*%distance%*%x
>
> Subject to:
> sum(x)=1
I do not see why you would take t
On Tue, Sep 28, 2010 at 9:47 PM, Leonardo Monasterio
wrote:
> In the function bellow I want to find the maximum value of v,
> subject to the constrain that the sum of x is equal to 1.
> I want to maximize:
> v<-t(x)%*%distance%*%x
>
> Subject to:
> sum(x)=1
>
> Where:
> "x" is a vector n X 1
> "
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
- Original Message -
From: "Peng, C"
Date: Tuesday, September 28, 2010 7:58 pm
Subject: Re: [R] constrained optimization -which package?
To: r-help@r-project.org
> constrOptim() can do linear and quadratic programmin
constrOptim() can do linear and quadratic programming problems! See the
following example from the help document.
## Solves linear and quadratic programming problems
## but needs a feasible starting value
#
# from example(solve.QP) in 'quadprog'
# no derivative
Peng, C
Sent: Tuesday, September 28, 2010 2:54 PM
To: r-help@r-project.org
Subject: Re: [R] constrained optimization -which package?
?constrOptim
--
View this message in context:
http://r.789695.n4.nabble.com/constrained-optimization-which-package-tp27176
77p2717719.html
Dear R users,
In the function bellow I want to find the maximum value of v,
subject to the constrain that the sum of x is equal to 1.
I want to maximize:
v<-t(x)%*%distance%*%x
Subject to:
sum(x)=1
Where:
"x" is a vector n X 1
"distance" is a matrix n*n and it is given.
(In practice, the numbe
?constrOptim
--
View this message in context:
http://r.789695.n4.nabble.com/constrained-optimization-which-package-tp2717677p2717719.html
Sent from the R help mailing list archive at Nabble.com.
__
R-help@r-project.org mailing list
https://stat.ethz
Dear R users,
I want to find the maximum value of v, subject to the constrain that
the sum of x is equal to 1.
So, I want to maximize:
v<-t(x)%*%distance%*%x
Subject to:
sum(x)=1
Where:
"x" is a vector n X 1
"distance" is a matrix n*n and it is given.
(In practive, the number of n can go up to
On Wed, 4 Nov 2009 14:48:08 -0800 (PST)
s t wrote:
> I'm trying to do the following constrained optimization example.
> Maximize x1*(1-x1) + x2*(1-x2) + x3*(1-x3)
> s.t. x1 + x2 + x3 = 1
> x1 >= 0 and x1 <= 1
> x2 >= 0 and x2 <= 1
> x3 >= 0 and x3 <= 1
> which are the constraints.
> I'm expecting
The penalty constraint worked great with "optim". Thanks Andy.
--- On Wed, 11/4/09, apjawor...@mmm.com wrote:
From: apjawor...@mmm.com
Subject: Re: [R] Constrained Optimization
To: "s t"
Cc: r-help@r-project.org, r-help-boun...@r-project.org
Date: Wednesday, November 4,
Research Laboratory
-
E-mail: apjawor...@mmm.com
Tel: (651) 733-6092
Fax: (651) 736-3122
From:
s t
To:
r-help@r-project.org
Date:
11/04/2009 04:48 PM
Subject:
[R] Constrained Optimization
Sent by:
Hi All,
I'm trying to do the following constrained optimization example.
Maximize x1*(1-
g] On
Behalf Of s t
Sent: Wednesday, November 04, 2009 5:48 PM
To: r-help@r-project.org
Subject: [R] Constrained Optimization
Hi All,
I'm trying to do the following constrained optimization example.
Maximize x1*(1-x1) + x2*(1-x2) + x3*(1-x3) s.t. x1 + x2 + x3 = 1
x1 >= 0 and x1 <= 1
x
Hi All,
I'm trying to do the following constrained optimization example.
Maximize x1*(1-x1) + x2*(1-x2) + x3*(1-x3)
s.t. x1 + x2 + x3 = 1
x1 >= 0 and x1 <= 1
x2 >= 0 and x2 <= 1
x3 >= 0 and x3 <= 1
which are the constraints.
I'm expecting the answer x1=x2=x3 = 1/3.
I tried the "constrOptim" functi
: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Hesen Peng
Sent: Tuesday, June 16, 2009 11:51 PM
To: Stu @ AGS; R Help
Subject: Re: [R] Constrained Optimization, a full example
H, I'm assuming that you are trying to find the solution of \beta to the
que
H, I'm assuming that you are trying to find the solution of \beta
to the question:
argmin |y-X\beta|_2^2, which is a quadratic programming problem.
On Tue, Jun 16, 2009 at 6:29 PM, Hesen Peng wrote:
> Hello,
>
> Since the optimization goal is quadratic and constraint is linear,
> quadratic pr
Hello,
Since the optimization goal is quadratic and constraint is linear,
quadratic programming functions will help. There are many such
packages available, e.g. quadprog.
On Tue, Jun 16, 2009 at 5:54 PM, Stu @ AGS wrote:
> After a few days of work, I think I nearly have it.
>
> Unfortunately, th
After a few days of work, I think I nearly have it.
Unfortunately, theta is unchanged after I run this (as a script from a
file). I thought that theta would contain the fitted parameters.
The goal here is to find the least squares fit according to the function
defined as "rss" subject to the
kled a similar problem.
Maura
-Messaggio originale-
Da: David Winsemius [mailto:dwinsem...@comcast.net]
Inviato: dom 26/04/2009 6.55
A: mau...@alice.it
Cc: r-h...@stat.math.ethz.ch
Oggetto: Re: [R] constrained optimization
http://search.r-project.org/cgi-bin/namazu.cgi?query=%22constrained+optimiz
.
Maura
-Messaggio originale-
Da: David Winsemius [mailto:dwinsem...@comcast.net]
Inviato: dom 26/04/2009 6.55
A: mau...@alice.it
Cc: r-h...@stat.math.ethz.ch
Oggetto: Re: [R] constrained optimization
http://search.r-project.org/cgi-bin/namazu.cgi?query=%22constrained+optimization%22&max
http://search.r-project.org/cgi-bin/namazu.cgi?query=%22constrained+optimization%22&max=100&result=normal&sort=score&idxname=functions&idxname=Rhelp08
And that is only the help messages from the last two years.'
On Apr 26, 2009, at 12:00 AM, wrote:
Is there any R package addressing problems
Is there any R package addressing problems of constrained optimization ?
I have the following "apparently" simple problem:
Given a set V with fixed cardinality:nv
Given a set S whose cardinality is a parameter:nHat
Let the cardinality of the intersection S.and.V be:
PROTECTED] [mailto:[EMAIL PROTECTED] On
Behalf Of [EMAIL PROTECTED]
Sent: Monday, August 04, 2008 7:52 PM
To: r-help@r-project.org
Subject: [R] Constrained Optimization
Hello,
I am trying to run a constrained optimization in R. "constrOptim" is really
useful and has helped me a lot, b
gmx.net> writes:
>
> Hello,
>
> I am trying to run a constrained optimization in R. "constrOptim" is really
> useful and has helped me a lot, but unfortunately, it doesn't provide the
> hessian. Is there a solution to this problem?
You didn't provide an example to understand why 'optim' do
Hello,
I am trying to run a constrained optimization in R. "constrOptim" is really
useful and has helped me a lot, but unfortunately, it doesn't provide the
hessian. Is there a solution to this problem?
I've tried "optim" with penalty-functions and "L-BFGS-B", but it doesn't help.
Alan.
--
On Tue, Jul 8, 2008 at 11:28 AM, Kanak Choudhury <[EMAIL PROTECTED]> wrote:
> i have a function like
>
> 1+sin(a+bx) where -pi/2<=a+bx<=pi/2
>
> i made a progrom using constrOptim() function but it is not giving good
> result. it depends on the initial value. but when i am doing simulation it
> is
i have a function like
1+sin(a+bx) where -pi/2<=a+bx<=pi/2
i made a progrom using constrOptim() function but it is not giving good
result. it depends on the initial value. but when i am doing simulation it
is impossible of find the best initial value for every step. also i am not
exactly sure how
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