Displaying 2 results from an estimated 2 matches for "cobyla".
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bobyqa
2025 May 04
0
Estimating regression with constraints in model coefficients - Follow-up on Constrained Ordinal Model — Optimized via COBYLA
...rs:
?A gradient for the objective function is needed by algorithm NLOPT_LD_SLSQP but was not supplied.?
Even when using wrapper functions with NA values for gradient placeholders, the optimizer failed to recognize them.
After multiple diagnostic attempts and some research, I shifted to:
NLOPT_LN_COBYLA ? Derivative-Free Optimization
This algorithm supports:
? Equality constraints (sum of ?? and ?? = 1.60)
? Bound constraints (per-element ? limits)
Also - this does not require gradients. This made it the best practical option.
Results
The optimizer successfully converged (status: NLOPT_XTOL_REAC...
2005 Mar 18
1
Constrained Nelder-Mead
All,
In looking at `optim', it doesn't appear that it is
possible to impose nonlinear constraints on Nelder-
Mead. I am sufficiently motivated to try to code
something in C from scratch and try to call it from
R....
Does anyone have some good references to barrier
and/or penalization methods for Nelder-Mead? I would
ideally like some papers with pseudocode for method(s)
that are in