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objective
2012 Oct 16
2
Creating Optimization Constraints
...x1<-x[1]
x2<-x[2]
0.003588-0.00022*x1-0.001967*x2+0.001482*x1^2+0.000245*x2^2+0.001375*x1*x2}
s3<-function(x) {
x1<-x[1]
x2<-x[2]
0.17789+0.00683*x1+0.006478*x2-0.07143*x1^2-0.06860*x2^2+0.01338*x1*x2}
# Define the "Big M"
M <- 100000
#Defining the Objective Function
objective1<-function(x) {
x1<-x[1]
x2<-x[2]
M*(s1(c(x1,x2)))+M*(s2(c(x1,x2))) + M*(s3(c(x1,x2))) + (1/3)*m1(c(x1,x2)) + (1/3)*abs(m2(c(x1,x2))-10) + (1/3)*(100-m3(c(x1,x2)))}
#Optimization
result1 <- nlminb(start=c(-0.3976,1.5541), objective1, gradient =...