Hi! Does anyone knows a solver or R package for L1 nonlinear constrained approximation besides constrOptim or optim and Nelder-Mead method? Bye, Tine ps.: L1 means L1-norm => sum of absolute values.
?nlrq in the quantreg package, for some values of the word "constrained" ... url: www.econ.uiuc.edu/~roger Roger Koenker email rkoenker at uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 On Jul 3, 2008, at 3:46 PM, Tine Mlac wrote:> Hi! > > Does anyone knows a solver or R package for L1 nonlinear constrained > approximation besides constrOptim or optim and Nelder-Mead method? > > Bye, > Tine > > ps.: L1 means L1-norm => sum of absolute values. > > ______________________________________________ > 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.
The lasso2 and lars packages use l1 constraints in their routines. Depending on what you are trying to accomplish, they may do what you want, or looking at their code could give additional ideas. Hope this helps, -- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.snow at imail.org (801) 408-8111> -----Original Message----- > From: r-help-bounces at r-project.org > [mailto:r-help-bounces at r-project.org] On Behalf Of Tine Mlac > Sent: Thursday, July 03, 2008 2:47 PM > To: r-help at r-project.org > Subject: [R] L1 nonlinear approximation > > Hi! > > Does anyone knows a solver or R package for L1 nonlinear > constrained approximation besides constrOptim or optim and > Nelder-Mead method? > > Bye, > Tine > > ps.: L1 means L1-norm => sum of absolute values. > > ______________________________________________ > 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. >