search for: edelstone

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2011 Jun 16
2
optimization with Sparse matrices
...short, it does not look as though "optim" is compatible with sparse matrices. Does anyone have a suggestion for how I can maximize a function in R using sparse matrices for some of the data inputs? Thanks, JP ____________________________________________ Jean-Pierre H. Dubé Sigmund E. Edelstone Professor of Marketing The University of Chicago | Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Tel: (773)-834-5377 e-mail: jdube@ChicagoBooth.edu<mailto:jdube@ChicagoBooth.edu> WWW: ChicagoBooth.edu/fac/jean-pierre.dube SSRN: http://ssrn.com/author= 105881...