search for: donlp2

Dear Sir, I am working with one example in R donlp2. How I can get the Hessian matrix from the output. p = c(10,10) par.l = c(-100,-100) par.u = c(100,100) nlin.l = nlin.u = 2 fn = function(x) { x[1]^2+x[2]^2 } dfn = function(x){ c(2*x[1], 2*x[2]) } attr(fn, "gr") = dfn nlcon = function(x){ x[1]*x[2] } dnlcon = function(x){ c(x[2],...

Dear Sir, I installed successfully using the install.packages("Rdonlp2", repos=" http://R-Forge.R-project.org"). I tried on the example which is defined on the Rdonlp help file ,p <- c(-10,10)par.l <- c(0,0); par.u <- c(100,100)lin.u <- 1; lin.l <- 1A <- t(c(1,1))fn <- function(x){ x[1]^2+x[2]^2}ret <- donlp2(p, fn, par.lower=par...

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

# Hi all, # consider the following code (please, run it: # it's fully working and requires just few minutes # to finish): require(CreditMetrics) require(clusterGeneration) install.packages("Rdonlp2", repos= c("http://R-Forge.R-project.org", getOption("repos"))) install.packages("Rsolnp2", repos= c("http://R-Forge.R-project.org", getOption("repos"))) require(Rdonlp2) require(Rsolnp) require(Rsolnp2) N <- 3 n <- 100000 r <- 0.0025...

Ryuichi Tamura wrote: Please can you put your package on the CRAN server ? Many thanks Diethelm Wuertz > Hello R-list, > > I have released an update version (0.3-1) of Rdonlp2. > Some (fatal) bugs which may kill interpreter should be fixed. > > In addition, user-visible changes are: > * *.mes, *.pro files are not created if name=NULL(this is default) in donlp2(). > * use "machine-epsilon"s defined in R for internal > calculations(step-size, et...

...looking for a way to solve a simple optimization problem with a nonlinear constraint. An example would be max x s.t. y = x * T ^(x-1) where y and T are known values. optim() and constrOptim() do only allow for box or linear constraints, so I did not succedd here. I also found hints to donlp2 but this does not seem to be available anymore. Any hints are welcome, Uli -- Uli Kleinwechter Agricultural and Food Policy Group (420a) University of Hohenheim D-70593 Stuttgart E-mail: u.kleinwechter at uni-hohenheim.de

I am using Donlp2 package to solve a non-linear problem, but there's an error I always meet: Error in matrix(unlist(value, recursive = FALSE, use.names = FALSE), nrow = nr, : attempt to set an attribute on NULL I have been suffering from this bug for a long time. I'll be very grateful if somebody coul...

...this logliklihood function, under the constraits a>0 e b>0 f<-function(param){ a<-param[1] b <-param[2] log(prod)-(a*s2)-(b*s)-n*log(1-((0.5*b/sqrt(a))*(exp((b^2)/(4*a)))*((sqrt(pi ))*(1-pnorm(-b/(2*sqrt(a)), mean=0, sd=1)))))} I''ve tried maxlik constrOptim e donlp2 but without success. Thanks so much!!! [[alternative HTML version deleted]]

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 i...

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...