search for: optimset

How Can I write this this matlab code in R: options=optimset('TolFun',1e-9,'TolX',1e-9,'MaxIter',1e8,'MaxFunEvals',1e8); c=c/2; [alpha, delta, epsilon, nofcup] = ustrs(set_date,mat_date); y = fminsearch('pbond',.15,options,p,c,nofcup,delta/epsilon); y = 200*y; Note pbond is a function in Matlab I already wrote in...

Hi everyone, i?m a new user of R and i?m trying to translate an linear optimization problem from Matlab into r. The matlab code is as follow: options = optimset('Diagnostics','on'); [x fval exitflag] = linprog(f,A,b,Aeq,beq,lb,ub,[],options); exitflag fval x=round(x); Where: f = Linear objective function vector (vector of 45,rows) A = Matrix for linear inequality constraints (3colums 45 rows matrix) b = Vector for linear inequality...

...m_ret_reb, prices_TR, hedge_fund, vg, euribor, last_reb_date, Maturity, fixed_fees, var_fees); objFunc_vol(C); objFunc = @(C) compute_strategy_before_fees(prices, C, floor, cap, m_ret_reb, prices_TR, hedge_fund, vg, euribor, last_reb_date, Maturity, fixed_fees, var_fees); objFunc(C); options = optimset('MaxIter',10000000,'MaxFunEvals',10000000); tic; % OPTIMISE %M = fmincon(objFunc,C,[],[],[],[],repmat(-20,12,9),repmat(20,12,9), at TriskellConstraints,options); M = fmincon(objFunc_vol,C,[],[],[],[],repmat(-20,12,9),repmat(20,12,9), at TriskellConstraints,options); [Z, ZZ] = com...

...one value for u as a starting guess. Could anyone please give me a suggestion of how to do that? Thanks in advance. In MATLAB I do the following: function u=tukeysolve(a,lambda,xgrid) u=zeros(length(xgrid),1); old=0.001; % just a guess for i=1:length(xgrid) x=xgrid(i); u(i) = fsolve(@tuki,old,optimset('Display','Off','tolf',5e-8),x,a,lambda); old=u(i); % use previous value as new start value end function f=tuki(u,x,a,lambda) f = x - (a * u^lambda - (1-u)^lambda)/lambda;