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Dear experts, I'm attempting to solve a constrained optimization problem using the Rdonlp2 package. I created a Lagrange function (L=f(x)-lambda(g(x)-c)), where x is a vector of 16 parameters. This is what I'm using as objective function in the code below. In addition, I set bounds on these parameters (par.u and par.l). When I run the code, I get the error message shown below. Any idea

...ed 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 usin...

Hi. I need some advises on how to use R to find pi (i is the index) with the following objective function and constraint: max (sum i)[ f(ai, bi, pi) * g(ci, di, pi) * Di ] s.t. (sum i)[ f(ai, bi, pi) * Di * pi] / (sum i)[ f(ai, bi, pi) * Di ] <= constant f and g are diffentiable. So, I am thinking of optim with method = "BFGS"? But wonder how to include the

Does anyone know how to do an Hausman test? I?ve estimate a modell (some alternatives) with clogit an wanted to test the IIA test (Independence of Irrelevant Alternatives) after estimating a multinomial logit model? Thank you

...m specified in 'difftype' in donlp2.control(). Setting > difftype=2 will > produce (roughly) same value as optim() does. > > I sincerely appreciate users who sent me useful comments. > > Windows Binary, OSX Universal Binary, Source file are available at: > > http://arumat.net/Rdonlp2/ > > Regards, > > TAMURA Ryuichi, > mailto: ry.tamura at gmail.com > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-p...

Hi R, A quick question.... How can I optimize the objective function constrained to quadratic constraints? Which function of R is useful for quadratic constraints? Many Thanks, Shubha This e-mail may contain confidential and/or privileged i...{{dropped:13}}

Dear R Users, I am looking for some guidance on setting up an optimisation in R with non-linear constraints. Here is my simple problem: - I have a function h(inputs) whose value I would like to maximise - the 'inputs' are subject to lower and upper bounds - however, I have some further constraints: I would like to constrain the values for two other separate function f(inputs) and