search for: rdonlp2

Previous versions have this question have partially bounced. I apologize if parts of this are showing up multiple times on the list. Another try ... There was at one time an R package called Rdonlp2 for solving constrained nonlinear programming problems. Both the objective function and the constraints could be nonlinear in the decision variables. The package is no longer in the CRAN list. Does anyone know what happened to it? At one point a zip file of the package was available at arumat.net...

Dear experts, I'm attempting to solve a constrained optimization problem using the Rdonlp2 package. I created a Lagrange function (L=f(x)-lambda(g(x)-c)), where x is a vector of 16 parameters. This is what I'm using as objective function in the code below. In addition, I set bounds on these parameters (par.u and par.l). When I run the code, I get the error message shown below. Any i...

I can't load Rdonlp2 package. Please support me. Thanks ------------------------------------ Thien An Ho Chi Minh city - VIET NAM [[alternative HTML version deleted]]

Ryuichi Tamura wrote: Please can you put your package on the CRAN server ? Many thanks Diethelm Wuertz > Hello R-list, > > I have released an update version (0.3-1) of Rdonlp2. > Some (fatal) bugs which may kill interpreter should be fixed. > > In addition, user-visible changes are: > * *.mes, *.pro files are not created if name=NULL(this is default) in donlp2(). > * use "machine-epsilon"s defined in R for internal > calculations(step-size, et...

...cently I wrote a package for dealing with Markov Switching Regressions in R and it is included in the Rmetrics project. https://r-forge.r-project.org/projects/rmetrics/ Everything works fine when I use it in computer. But, the package depends on the use of optimization functions from the package Rdonlp2, which is not available on CRAN. So, if I have Rdonlp2 in my laptop (or any computer) I can load the package and it works fine. But, the problem Im having is that when I submit the package to R-Forge, the R-Forge system try to build it (Rcm -build ... ) and outputs a error message saying that Rdon...

Hi I need advice regarding constraint optimization with large number of variables. I need to solve the following problem max f(x1,...,xn) x1,..xn x1=g1(x1,...,xn) . . xn=gn(x1,...,xn) I am using Rdonlp2 package which works well until 40 variables in my case. I need to solve this problem with over 300 variables. In this case Rdonlp2 is very very slowly. I know that in Matlab exists Knitro (http://www.ziena.com/knitro.htm.) for large optimization problems. It will be great if you can suggest me...

Dear Sir, I installed successfully using the install.packages("Rdonlp2", repos=" http://R-Forge.R-project.org"). I tried on the example which is defined on the Rdonlp help file ,p <- c(-10,10)par.l <- c(0,0); par.u <- c(100,100)lin.u <- 1; lin.l <- 1A <- t(c(1,1))fn <- function(x){ x[1]^2+x[2]^2}ret <- donlp2(p, fn, par.lower=par...

Hi. I need some advises on how to use R to find pi (i is the index) with the following objective function and constraint: max (sum i)[ f(ai, bi, pi) * g(ci, di, pi) * Di ] s.t. (sum i)[ f(ai, bi, pi) * Di * pi] / (sum i)[ f(ai, bi, pi) * Di ] <= constant f and g are diffentiable. So, I am thinking of optim with method = "BFGS"? But wonder how to include the

All, I have searched the previous help boards and discovered the problem with Rdonlp2 - Specifically, its non-availability. I thought that this was my solution, but perhaps there is a better way that you all could help me with. I imagine that this problem is trivial to people such as the experts on this mailing list. I am trying to solve this problem over and over again in a...

Dear All, I couple of weeks ago, I’ve asked for a package recommendation for nonlinear optimization. In my problem I have a fairly complicated non-linear objective function subject to one non-linear equality constrain. I’ve been suggested to use the *Rdonlp2* package, but I did not get any results after running the program for 5 hrs. Is it normal to run this type of programs for hours? Also, I’d like to ask the experts whether there is any other alternative I could use to solve this. For example, can I define a Lagrange function (add lambda as a parame...

# Hi all, # consider the following code (please, run it: # it's fully working and requires just few minutes # to finish): require(CreditMetrics) require(clusterGeneration) install.packages("Rdonlp2", repos= c("http://R-Forge.R-project.org", getOption("repos"))) install.packages("Rsolnp2", repos= c("http://R-Forge.R-project.org", getOption("repos"))) require(Rdonlp2) require(Rsolnp) require(Rsolnp2) N <- 3 n <- 100000 r <- 0.0025...

Hello R users, Can anyone recommend me any package that can be used to solve linear programming subject to nonlinear equality/inequality constraints. Rdonlp2 is now unavailable due to licensing issue. Thanks, Xiaoxi [[alternative HTML version deleted]]

Hi R, A quick question.... How can I optimize the objective function constrained to quadratic constraints? Which function of R is useful for quadratic constraints? Many Thanks, Shubha This e-mail may contain confidential and/or privileged i...{{dropped:13}}

...me [1] "C:\\Users\\Hp\\Documents\\R\\win-library\\2.12\\fPortfolioSolver_271.75.tar.gz" > > install.packages(filename, type="source", repos=NULL) ERROR: dependencies 'fEcofin', 'RlpSolve', 'RlpSolveAPI', 'Rsymphony', 'Ripop', 'Rdonlp2' are not available for package 'fPortfolioSolver' * removing 'C:/Users/Hp/Documents/R/win-library/2.12/fPortfolioSolver' Mensajes de aviso perdidos Does somebody know what might be going on? thank you Felipe Parra [[alternative HTML version deleted]]

...0)) pH = 1/(1+e^(-b0-b1)) My target function is TF= mean(pL,pM,pH) which must equal 0.5% My non-linear constraint is nl.Const = 1-(pM/pH), which must equal 20%, and would like the values of both b0 and b1 where these conditions are met. I have searched widely for an answer, and did think that Rdonlp2 would suffice, only to find it no longer supported. I have solved this using Excel's solver function, however, because of the non-linear constraint I am having problems finding the solution in R. Can the community suggest another method by which this might be solved? As ever, many thanks for...

Subject: Non-GPL packages for R Packages that are not licensed in a way that permits re-distribution on CRAN are frequently a source of comment and concern on R-help and other lists. A good example of this problem is the Rdonlp2 package that has caused a lot of annoyance for a number of optimization users in R. They are also an issue for efforts like Dirk Eddelbuettel's cran2deb. There are, however, a number of circumstances where non-GPL equivalent packages may be important to users. This can imply that users need...

i want to estimate parameters with maximum likelihood method with contraints (contant numbers). for example sum(Ai)=0 and sum(Bi)=0 i have done it without the constraints but i realised that i have to use the contraints. Without constraints(just a part-not complete): skellamreg_LL=function(parameters,z,design) { n=length(z); mu=parameters[1]; H=parameters[2]; Apar=parameters[3:10];

...C Nash <nashjc at uottawa.ca> wrote: | > Subject: Non-GPL packages for R | > | > Packages that are not licensed in a way that permits re-distribution on | > CRAN are frequently a source of comment and concern on R-help and other | > lists. A good example of this problem is the Rdonlp2 package that has caused | > a lot of annoyance for a number of optimization users in R. They are also an | > issue for efforts like Dirk Eddelbuettel's cran2deb. | > | > There are, however, a number of circumstances where non-GPL equivalent | > packages may be important to users....

Dear R Users, I am looking for some guidance on setting up an optimisation in R with non-linear constraints. Here is my simple problem: - I have a function h(inputs) whose value I would like to maximise - the 'inputs' are subject to lower and upper bounds - however, I have some further constraints: I would like to constrain the values for two other separate function f(inputs) and

Hi, I am attempting to solve a Mixed Integer Non Linear Program using R. I am aware of the GLPK package that solved mixed integer linear programs, and the Rdonlp2 package that solve linear programs. Is there any package that that solves the MINLP case? Any info or pointers would be greatly appreciated. Jonathan.