R help - Jun 2008 - Question about Constraint Optimization

Dear All,

I am having trouble in using R function "constrOptim" to do constraint
optimization. It seems that "constrOptim" calls function
"optim" when it
does the optimization, and "optim" allows us to set "method"
to be "SANN"
if we want to use simulated annealing. In "optim", the function allows
us
to set gradient to be NULL when we treat "method" as "SANN".
But in
"constrOptim", the function does not allow us to set gradient as
"SANN" if
we set "method" to be "SANN". I am just curious about it.

I just wonder whether I am able to apply simulated annealing in to 
constraint optimization function "constrOptim". Could someone help?

Thanks very much!

Sincerely,
Hui 

	[[alternative HTML version deleted]]

Have a look at the following R-help entry in March:

    https://stat.ethz.ch/pipermail/r-help/2008-March/157249.html

with an example of how to use 'optim' with equality constraints. This
will
also work with no gradient and 'method="SANN" '.

In my experience, solutions received with "SANN" were not too
convincing. If
you look for 'evolutionary computing' approaches, Differential Evolution
as
in 'DEoptim' -- though slower -- will give more accurate results in
general.

Hans Werner Borchers


HNie wrote:
> 
> Dear All,
> 
> I am having trouble in using R function "constrOptim" to do
constraint
> optimization. It seems that "constrOptim" calls function
"optim" when it
> does the optimization, and "optim" allows us to set
"method" to be "SANN"
> if we want to use simulated annealing. In "optim", the function
allows us
> to set gradient to be NULL when we treat "method" as
"SANN". But in
> "constrOptim", the function does not allow us to set gradient as
"SANN" if
> we set "method" to be "SANN". I am just curious about
it.
> 
> I just wonder whether I am able to apply simulated annealing in to 
> constraint optimization function "constrOptim". Could someone
help?
> 
> Thanks very much!
> 
> Sincerely,
> Hui 
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at 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.
> 
> 

-----
----
Hans W. Borchers
ABB Corporate Research Germany
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