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
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: rvaradhan at jhmi.edu ----- Original Message ----- From: Richard Valliant <rvalliant at survey.umd.edu> Date: Thursday, September 3, 2009 11:03 am Subject: [R] Rdonlp2 package question To: r-help at 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 at r-project.org mailing list > > PLEASE do read the posting guide > and provide commented, minimal, self-contained, reproducible code.
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 <rvaradhan at 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: rvaradhan at jhmi.edu
----- Original Message -----
From: Richard Valliant <rvalliant at survey.umd.edu>
Date: Thursday, September 3, 2009 11:03 am
Subject: [R] Rdonlp2 package question
To: r-help at 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 at r-project.org mailing list
>
> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.
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: rvaradhan at jhmi.edu ----- Original Message ----- From: Richard Valliant <rvalliant at survey.umd.edu> Date: Thursday, September 3, 2009 3:05 pm Subject: Re: [R] Rdonlp2 package question To: rvaradhan at jhmi.edu, r-help at 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 <rvaradhan at 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: rvaradhan at jhmi.edu > > > ----- Original Message ----- > From: Richard Valliant <rvalliant at survey.umd.edu> > Date: Thursday, September 3, 2009 11:03 am > Subject: [R] Rdonlp2 package question > To: r-help at 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 at r-project.org mailing list > > > > PLEASE do read the posting guide > > and provide commented, minimal, self-contained, reproducible code. > >