Displaying 20 results from an estimated 6000 matches similar to: "Linear Regression with Linear Equality Constraint"
2004 Aug 09
4
linear constraint optim with bounds/reparametrization
Hello All,
I would like to optimize a (log-)likelihood function subject to a number of
linear constraints between parameters. These constraints are equality
constraints of the form A%*%theta=c, ie (1,1) %*% 0.8,0.2)^t = 1 meaning
that these parameters should sum to one. Moreover, there are bounds on the
individual parameters, in most cases that I am considering parameters are
bound between zero
2010 Sep 11
1
nonlinear programming package
Hello R users,
Can anyone recommend me any package that can be used to solve linear programming subject to nonlinear equality/inequality constraints. Rdonlp2 is now unavailable due to licensing issue.
Thanks,
Xiaoxi
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2012 Oct 19
2
Which package/function for solving weighted linear least squares with inequality and equality constraints?
Dear All,
Which package/function could i use to solve following linear least square
problem?
A over determined system of linear equations is given. The nnls-function may
would be a possibility BUT:
The solving is constrained with
a inequality that all unknowns are >= 0
and a equality that the sum of all unknowns is 1
The influence of the equations according to the solving process is
2010 Jul 26
1
Optimization problem with nonlinear constraint
Dear all,
I'm looking for a way to solve a simple optimization problem with a
nonlinear constraint. An example would be
max x s.t. y = x * T ^(x-1)
where y and T are known values.
optim() and constrOptim() do only allow for box or linear constraints,
so I did not succedd here. I also found hints to donlp2 but this does
not seem to be available anymore.
Any hints are welcome,
2010 Aug 10
1
[Fwd: Re: optimization subject to constraints]
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2005 May 22
3
constraints
Is there a package in R that handles general linear (in-)equality + box
constrained optimization?
If it is not there, could anyone advise me which way to go?
And/or point me to packages that solve these problems partially?
best, ingmar
--
Ingmar Visser
Department of Psychology, University of Amsterdam
Roetersstraat 15, 1018 WB Amsterdam
The Netherlands
http://users.fmg.uva.nl/ivisser/
tel:
2011 Sep 08
3
global optimisation with inequality constraints
Dear All,
I would like to minimise a nonlinear function subject to linear inequality constraints as part of an R program. I have been using the constrOptim function. I have tried all of the methods that come with Optim, but nothing finds the correct solution. If I use the correct solution as the vector of starting values, though, my program does output the correct solution and optimum - the
2005 May 20
3
constrained optimization
Hello,
I've got to compute a minimization equation under an equality constraint
(Min g(x1,x2,x3) with x1+x2=const). The Constroptim function does not
authorize an equality condition but only inequality conditions. Which
function can I use instead?
Thank you very much for your help.
Gael Robert - +33 1 42 14 27 96
******************************************************************
This
2008 Jun 17
2
constrOptim with method = "L-BFGS-B"
Hi,
i need to minimize a quadratic function with boundary condidtions and one
equality condition.
In order to do that i converted the equality constraint into 2 inequality
constaints and passed everything cia constrOptim, as the manual said:
everything included in the ... will be passed to Optim that will pass it
back to fn in case it does not need it.
My code is the following:
mat <-
2004 Apr 27
1
constrOptim does ineq, not eq, but who do ?
Hi everybody,
please, could you give me help ? I scanned the help archives and didn't
found hints...
I want to solve a large sparse linear system subjected to an inequality
constrains (all solutions positive) and an equality constrain (all
solutions sum to 1), thus I tried to fool constrOptim using:
x[1] + 0 + ... + 0 >= 0
...
0 + 0 + ... + x[n] >= 0
x[1] + x[2] + ... +
2008 Mar 14
1
Optimization with constraint.
Hello.
I have some problems, when I try to model an
optimization problem with some constraints.
The original problem cannot be solved analytically, so
I have to use routines like "Simulated Annealing" or
"Sequential Quadric Programming".
But to see how all this works in R, I would like to
start with some simple problem to get to know the
basics:
The Problem:
min f(x1,x2)=
2013 Mar 19
0
linear model with equality and inequality (redundant) constraints
Dear R-users,
in the last days I have been trying to estimate a normal linear model with equality and inequality constraints.
Please find below a simple example of my problem.
Of course, one could easily see that, though the constraints are consistent, there is some redundancy in the specific constraints. Nevertheless my actual applications can get much larger and I would not like to manually
2010 Sep 17
1
Nonlinear programming problem
Hello useRs,
I'm using the command "solnp" in package "Rsolnp" to solve a general nonlinear programming problem. But I got an error that " the leading minor of order 15 is not positive definite
". Can anybody tell what may cause this error? Does it have something to do with the starting values?
Thanks a lot!!!
Xiaoxi
[[alternative HTML version
2008 Jan 03
1
EQUALITY constraints in 'constrOptim'
Does anybody know to introduce EQUALITY constraints in 'constrOptim'
function?
BR, Shubha
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2005 Nov 28
3
Looking for constrained optimisation code
_______________________________________________________________________________________
Hi,
I was just wondering if there was any available R code that could handle
general constrained optimisation problems. At the moment I'm using
nlminb and optim, both of which allow box constraints on the parameters,
but ideally I'd like to be able to specify more general constraints on
the solution
2011 Oct 03
1
minimisation problem, two setups (nonlinear with equality constraints/linear programming with mixed constraints)
Dear All,
Thank you for the replies to my first thread here: http://r.789695.n4.nabble.com/global-optimisation-with-inequality-constraints-td3799258.html. So far the best result is achieved via a penalised objective function. This was suggested by someone on this list privately. I am still looking into some of the options mentioned in the original thread, but I have been advised that there may
2009 Feb 16
2
solve.QP with box and equality constraints
Dear list,
I am trying to follow an example that estimates a 2x2 markov transition
matrix across several periods from aggregate data using restricted least
squares.
I seem to be making headway using solve.QP(quadprog) as the unrestricted
solution matches the example I am following, and I can specify simple
equality and inequality constraints. However, I cannot correctly specify a
constraint
2006 Dec 08
1
MAXIMIZATION WITH CONSTRAINTS
Dear R users,
I?m a graduate students and in my master thesis I must
obtain the values of the parameters x_i which maximize this
Multinomial log?likelihood function
log(n!)-sum_{i=1]^4 log(n_i!)+sum_
{i=1}^4 n_i log(x_i)
under the following constraints:
a) sum_i x_i=1,
x_i>=0,
b) x_1<=x_2+x_3+x_4
c)x_2<=x_3+x_4
I have been using the
?ConstrOptim? R-function with the instructions
2012 May 08
1
Translation of Linear minimization probelm from matlab to r
Hi everyone, i?m a new user of R and i?m trying to translate an linear
optimization problem from Matlab into r.
The matlab code is as follow:
options = optimset('Diagnostics','on');
[x fval exitflag] = linprog(f,A,b,Aeq,beq,lb,ub,[],options);
exitflag
fval
x=round(x);
Where:
f = Linear objective function vector (vector of 45,rows)
A = Matrix for linear inequality
2011 May 18
1
Constrainted Nonlinear Optimization - lack of convergence
Hello,
I am attempting to utilize the 'alabama' package to solve a constrained
nonlinear optimization problem.
The problem has both equality and inequality constraints (heq and hin
functions are used). All constraints are smooth, i.e. I can differentiate
easily to produce heq.jac and hin.jac functions.
My initial solution is feasible; I am attempting to maximize a function,
phi. As