Displaying 2 results from an estimated 2 matches for "nlopt_ld_slsqp".
2025 May 04
0
Estimating regression with constraints in model coefficients - Follow-up on Constrained Ordinal Model — Optimized via COBYLA
...a detailed follow-up. Attached is a script I was able to get running with a bit of work. I did not include the script in the ext of this email. It is only attached.
Optimization Progress
We were initially aiming to solve the dual-slope constrained ordinal model using nloptr's SLSQP algorithm (NLOPT_LD_SLSQP), since it supports:
? Box constraints (per-? lower/upper bounds)
? Equality constraints (sum(?) = 1.60 for each ? set)
However, SLSQP requires explicit gradient definitions for both the objective function and constraint Jacobian. While the documentation suggests that eval_grad_f = NULL should tri...
2025 Apr 30
1
Estimating regression with constraints in model coefficients
...> > > > > eval_f = objective,
> > > > > > > > lb = lower_bounds,
> > > > > > > > ub = upper_bounds,
> > > > > > > > eval_g_eq = eq_constraint,
> > > > > > > > opts = list(algorithm = "NLOPT_LD_SLSQP", xtol_rel = 1e-8)
> > > > > > > > )
> > >
>
> > > > > > > The next step would be writing the actual log-likelihood for your specific problem or verifying constraint implementation.
> > >
>
> > > > > > >...