search for: rsolnp

I'm interested in the Rsolnp package. For their primary function "solnp", one example is given, and there is a reference to "unit tests". Anyone know where these can be found? Also, Rsolnp is used in a few other packages (e.g., depmixS4), but I cannot seem to find source illustrating its call sequence, an...

Dear, I am using the solnp command (package Rsolnp) for a problem with equality and inequality constraints. I am not getting convergence for my problem but apart that I get 1 warning per iteration saying: ?In cbind(temp, funv) : number of rows of result is not a multiple of vector length (arg 1)?. I checked for equality and inequality functi...

Hi, i am unable to install the rugarch package. More than that i do not even find this package in my list of possible packages. Its possible than the name has changed, or the package is not longer availiable? Is there a similar package avaliable for garch modelling except the fGarch what i am using now? many Thanks Roland -- View this message in context:

Good afternoon, In the code below, I have a set of functions (m1,m2,m3,s1,s2, and s3) which represent response surface designs for the mean and variance for three response variables, followed by an objective function that uses the "Big M" method to minimize variance (that is, push s1, s2, and s3 as close to 0 as possible) and hit targets for each of the three means (which are 0, 10,

Dear list, The task view on optimization does not reference a package for non linear constrained optimization problems. Stefan Theussl told me to look at the Rsolnp package, but unfortunately it is not very clear what method is R ported. (The authors ported the matlab code of Yinyu Ye http://www.stanford.edu/~yyye/ <http://www.stanford.edu/%7Eyyye/>) Currently I'm looking for an implementation of sequential quadratic programming to replicate SNOPT*....

Hello useRs, I'm using the command "solnp" in package "Rsolnp" to solve a general nonlinear programming problem. But I got an error that " the leading minor of order 15 is not positive definite ". Can anybody tell what may cause this error? Does it have something to do with the starting values? Thanks a lot!!! Xiaoxi [[alternat...

...d they can be quite large. Here is my problem: X<-([Cf]+[H])%*%[A] Y<-([Cf]+[H]-[R])%*%[B]I want to find H that minimizes Y%*%Dmat%*%t(Y) for a given value of X%*%Dmat%*%t(X) Cf, R, A, Dmat and B are matrices of constants. The values for H sohould be between 0 and 1. Is it possible to use Rsolnp to find the vector H even though the input functions will all return other vectors? -- View this message in context: http://r.789695.n4.nabble.com/QCQP-Optimization-tp4698012.html Sent from the R help mailing list archive at Nabble.com<http://nabble.com/>. Sent from my iPhone On Oct 7,...

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...zation 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 problem... m...

...t 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 me...

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

...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 ead <- rep(1/3,3) rc <- c("AAA", "AA", "A", "BBB", "BB", &qu...

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]]

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

...the illusion of shared memory, again even across multiple machines on a network. * ris (1.0) Stephanie Kovalchik http://crantastic.org/packages/ris Importing RIS-formatted file into a list of Bibtex-like references; checking for duplications; converting references to citEntry objects * Rsolnp (1.0-2) Alexios Ghalanos http://crantastic.org/packages/Rsolnp General Non-linear Optimization Using Augmented Lagrange Multiplier Method * saws (0.9-3.1) M.P. Fay http://crantastic.org/packages/saws Tests coefficients with sandwich estimator of variance and with small samples. R...

I was trying to reproduce a result in a published journal, and I have come across some difficulties. I have the following equation, which is two equations combined together. http://r.789695.n4.nabble.com/file/n3006584/Screenshot.png where http://r.789695.n4.nabble.com/file/n3006584/Screenshot-1.png http://r.789695.n4.nabble.com/file/n3006584/Screenshot-2.png

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 simulation:

Hola a todos, Simplemente comentar que me tengo encontrado con muchos problemas de optimización. Mi recomendación general, en el caso multidimensional y si el tiempo de computación es importante, sería buscar un algoritmo diseñado para el tipo de problema (evitar los algoritmos más generales tipo optim si puede haber problemas de mínimos locales). Algunos casos que tengo resuelto con R

CRAN (and crantastic) updates this week New packages ------------ * bisectr (0.0.2) Maintainer: Winston Chang Author(s): Winston Chang <winston at stdout.org> License: GPL-2 http://crantastic.org/packages/bisectr Tools to find bad commits with git bisect * CUMP (1.0) Maintainer: Xuan Liu Author(s): Xuan Liu <liuxuan at bu.edu> and Qiong Yang <qyang at bu.edu>

...rjags (2.1.0-5), rJava (0.8-4), rjson (0.1.9), RLRsim (2.0-5), rmetasim (1.1.12), rms (3.0-0), RNetCDF (1.2-1.1), robCompositions (1.4.2), robfilter (2.6.1), robust (0.3-11), rpartOrdinal (2.0.2), RPPanalyzer (1.0.3), rpvm (1.0-4), rrcov (1.0-01), RSAGA (0.9-7), Rserve (0.6-1), RSiena (1.0.11.110), Rsolnp (1.0-4), RSQLite (0.9-1), rstream (1.2.5), Rsymphony (0.1-11), rtv (0.4.0), runjags (0.9.7-1), Runuran (0.14.0), Rvmmin (0.92), samplesize (0.1-7), samr (1.28), sapa (1.0-3), scaleboot (0.3-3), sciplot (1.0-7), scout (1.0.2), scrime (1.2.0), sdcTable (0.0.12), SDMTools (1.1), seacarb (2.3.4), seas...