search for: nloptr

I can't install rugarch package because installation of nloptr package fails . I use opensuse 12.3 # uname -a Linux candide 3.7.10-1.11-desktop #1 SMP PREEMPT Thu May 16 20:27:27 UTC 2013 (adf31bb) x86_64 x86_64 x86_64 GNU/Linux my gcc version is 4.8.1 I compiled and installed R 3.01 . then I tried to install rugarch package but it fails because it can'...

Dear all, I am a new user to R and I am using pracma and nloptr libraries to minimize a numerical integration subject to a single constraint . The integrand itself is somehow a complicated function of x and y that is computed through several steps. i formulated the integrand in a separate function called f which is a function of x &y. I want to find the op...

...ange the max_eval, and the algorithms. I included the constraint gradients (I'm pretty sure they are correct) in case other algorithms are needed. Thanks! ############## Load Packages (mosaic not used here, but was used to get gradients/derivatives) ################# install.packages("nloptr") library(nloptr) install.packages ("mosaic") library(mosaic) ###### Global Parameters ############ beeta=0.8 pq=10000 pf=10000 F=20 L=12600 theta=0.6 psale=0.6 mu=psale*(1-theta) alphah=0.15 Cg=6240 Cs=2820 A= 100 D=0.0001 greekp=0.43 K=100000 ##### Species Parameters########## b...

...entation" -> "Ecdat::AverageIncomeModels". I've found other optimizers that will get around the problem in this case but none that performs as well as optim with many other problems. Thanks, Spencer Graves p.s. I've also tested bobyqa{minqa} or nloptr{nloptr}, recommended in a vignette in the lme4 package. These did better than optim in this example but worse in others I tried.

...it keeps running for about 4 hours and then i got the following errors: Error in if (is.na(f0$objective)) { : argument is of length zero In addition: Warning message: In is.na(f0$objective) : is.na() applied to non-(list or vector) of type 'NULL' Here is the syntax itself: library('nloptr') library('pracma') # objective function f <- function(x,s) {m<-100 t<-2*m+1 H<-matrix(data=NA,nrow=t,ncol=t) I<-diag(t) delta<-2*x[1]/t z<--x[1]+.5*delta range1<-t for (i in 1:range1){ z_i=-x[1]+(i-.5)*delta for (j in 1:range1){ up<-(((-x[1]+j*d...

Have you tried "optimx" package that John Nash and I wrote? The main purpose is to be able to readily compare multiple optimizers on a particular class of problems and see which one seems to do the best. It doesn't include nloptr, but most other optimizers are there. Ravi ________________________________________ From: R-devel <r-devel-bounces at r-project.org> on behalf of Spencer Graves <spencer.graves at prodsyse.com> Sent: Saturday, October 8, 2016 2:50 PM To: R-devel Subject: [Rd] optim(?, method=?L-BFGS-B?...

...'t offend. The optimx ideas are still there, but the restructuring will, I hope, lead to easier maintenance and development. As the package is very new, I fully expect there are some deficiencies, and ask that users send executable examples so I can address same. optimrx doesn't (yet) have nloptr. It's on the todo list, but I've not been able despite many tries to get any response from its maintainer (Jelmer Ypma), who seems to have largely dropped out of R work, though there was a fairly recent minor adjustment on Github. However, no communication is a worry, as nloptr and also ipo...

...---------------------------- 1 0.21 0.32 0.13 0.00 0.00 3 0.52 0.63 0.50 0.00 0.00 10 0.81 0.91 0.87 0.00 0.00 Solvers: nmk = dfoptim::nmk, anms = pracma::anms [both Nelder-Mead codes] neldermead = nloptr::neldermead, ucminf = ucminf::ucminf, optim_BFGS = optim with method "BFGS" Read the table as follows: `nmk` will be successful in 21% of the trials, while for example `optim` will never come close to the true minimum. I think it is reasonable to assume that gradient-based meth...

...; I've found other optimizers that will get around the problem > in this case but none that performs as well as optim with many > other problems. > > > Thanks, > Spencer Graves > > > p.s. I've also tested bobyqa{minqa} or nloptr{nloptr}, > recommended in a vignette in the lme4 package. These did better > than optim in this example but worse in others I tried. > > ______________________________________________ > R-devel at r-project.org <mailto:R-devel at r-project.org> mailing list &gt...

try to Rcmdr package install? but the last message show me error, The downloaded source packages are in ??? ?/tmp/RtmpKic0qw/downloaded_packages? Warning messages: 1: In install.packages() : ? installation of package ?nloptr? had non-zero exit status 2: In install.packages() : ? installation of package ?lme4? had non-zero exit status 3: In install.packages() : ? installation of package ?pbkrtest? had non-zero exit status 4: In install.packages() : ? installation of package ?effects? had non-zero exit status 5: In in...

...meModels". > > > I've found other optimizers that will get around the problem in this > case but none that performs as well as optim with many other problems. > > > Thanks, > Spencer Graves > > > p.s. I've also tested bobyqa{minqa} or nloptr{nloptr}, recommended in a > vignette in the lme4 package. These did better than optim in this example > but worse in others I tried. > > ______________________________________________ > R-devel at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel [[alte...

...es an output in areasonable period but with a message " maximum number of iterations in romberg has been reached". I need to : 1- make changes in my code so that it gives me ouput in a short time keeping the value of m at 100. 2-increase the number of iterations in romberg. library('nloptr') library('pracma') f <- function(x,y) {m<-100 t<-2*m+1 H<-matrix(data=NA,nrow=t,ncol=t) I<-diag(t) delta<-2*x[1]/t z<--x[1]+.5*delta range1<-t for (i in 1:range1){ z_i=-x[1]+(i-.5)*delta for (j in 1:range1){ up<-(((-x[1]+j*delta-(1-x[2])*z_i)/x...

Dear R-devel, Recently I ran into trouble installing two separate packages, nloptr and ncdf4, both due to the same issue: they have scripts that have the shebang `#! /bin/sh', but have bashisms in them, i.e. non-POSIX-compliant bash scripts. I use dash [1] as my shell environment, since it's about 4x as fast as bash. It looks like it's recently also become the defaul...

...iability of fully > dependency-declared .deb packages (for Ubuntu 22.04 and 20.04, NOT for > Debian). See https://eddelbuettel.github.io/r2u/ for more. > > | Warning messages: > | > | > 1: In utils::install.packages(package, ...) : > | > installation of package 'nloptr' had non-zero exit status > | > 2: In utils::install.packages(package, ...) : > | > installation of package 'lme4' had non-zero exit status > | > 3: In utils::install.packages(package, ...) : > | > installation of package 'pbkrtest' had non-zero exit st...

...eral optimization stuff! And I am not optimizing a traditional Markowitz mean-variance problem. Plus, smarter people here. :-) > I'm very confused by these statements. Most of the "finance tools" use general-purpose global and/or stochastic optimization packages (e.g. rugarch uses nloptr and Rsolnp, PortfolioAnalytics uses DEoptim, pso, GenSA). And most (all?) of those optimization packages have ways to specify box, equality, and nonlinear inequality constraints. And I can't recall the last time someone emailed the list about optimizing a traditional Markowitz mean-variance p...

...lity of fully | dependency-declared .deb packages (for Ubuntu 22.04 and 20.04, NOT for | Debian).? See? ?https://eddelbuettel.github.io/r2u/? ?for more. | | | Warning messages: | | | | > 1: In utils::install.packages(package, ...) : | | >? installation of package 'nloptr' had non-zero exit status | | > 2: In utils::install.packages(package, ...) : | | >? installation of package 'lme4' had non-zero exit status | | > 3: In utils::install.packages(package, ...) : | | >? installation of package 'pbkrtest' had non-zero exi...

Thanks for all your great answers. The app I?m working on is indeed an exploratory data analysis tool for gene expression, which requires a bunch of bioconductor packages. I guess for now, my best solution is to divide my app into modules and load/unload packages as the user switch from one module to another. This brought me another question: it seems that unload package with the

...And I am not optimizing a > traditional Markowitz mean-variance problem. Plus, smarter people here. :-) > > > I'm very confused by these statements. Most of the "finance tools" > use general-purpose global and/or stochastic optimization packages > (e.g. rugarch uses nloptr and Rsolnp, PortfolioAnalytics uses DEoptim, > pso, GenSA). And most (all?) of those optimization packages have ways > to specify box, equality, and nonlinear inequality constraints. > > And I can't recall the last time someone emailed the list about > optimizing a traditional M...

Thanks Bert. But everyone on that forum wants to use finance tools rather than general optimization stuff! And I am not optimizing a traditional Markowitz mean-variance problem. Plus, smarter people here. :-) > On May 3, 2018, at 3:01 PM, Bert Gunter <bgunter.4567 at gmail.com> wrote: > > You can't -- at least as I read the docs for ?optim (but I'm pretty > ignorant

...ar)+(1-y2)*log(1-P.star))) with y2 ={0,1} and P.star a probability estimated using a semiparametric double-index estimation. I've tried DEoptim that is a global optimizer, but I would like to know what are the best options for this problems. Both to achieve the global maximum and also speed. Nloptr? Alabama? optimize? Please help me. Victor Ecuador South America -- View this message in context: http://r.789695.n4.nabble.com/Semiparametric-double-index-Klein-Vella-2009-estimator-question-tp3717812p3717812.html Sent from the R help mailing list archive at Nabble.com.