search for: solnp

Dear all, I am tryng to solve a nonlinear optimization probel using the solnp function. I have different datasets. For the smaller I get full solutions, for the bigger I got an error message stating: ######################################## Iter: 1 fn: 101.8017 Pars: 0.21000 0.21000 0.21000 0.21000 0.21000 0.21000 0.21000 0.21000 0.21000 0.21000 0.21000 0.21000 0...

Dear all, I am tryng to solve a nonlinear optimization probel using the solnp function. I have different datasets. For the smaller I get full solutions, for the bigger I got an error message stating: ######################################## Iter: 1 fn: 101.8017 Pars: 0.21000 0.21000 0.21000 0.21000 0.21000 0.21000 0.21000 0.21000 0.21000 0.21000 0.21000 0.21000 0.2...

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...

...of OLE error. I can't seem to find anything about it online and it's hard to replicate for someone else since you'd have to have my installation and my spreadsheet. But I thought I'd ask the community and see if anyone else has had this problem recently with Rexcel. I'm calling solnp from within the RRun command, but again...it worked for a long time and I don't think it's the inputs that are wonky. Perhaps an update of R was incompatible with Rexcel? I've updated Rexcel to 3.2.16 but it made no difference. Any suggestions of what to try will be warmly entertained!...

...or. I can't seem to find anything about it online and it's hard to replicate for someone else since you'd have to have my installation and my spreadsheet. > > But I thought I'd ask the community and see if anyone else has had this problem recently with Rexcel. I'm calling solnp from within the RRun command, but again...it worked for a long time and I don't think it's the inputs that are wonky. Perhaps an update of R was incompatible with Rexcel? I've updated Rexcel to 3.2.16 but it made no difference. I'm pretty sure that RExcel is a commercial program an...

...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 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!!! X...

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 equali...

Dear List, My student and I are looking for an optimizer for a nonlinear optimization problem we are working on. The problem we are working on is to try to pick a set of islands on which to eradicate rats for seabird conservation. We have about 50 islands, each of which has some subset of 17 seabird species. Rats are present on all islands, and will cause the seabirds to go extinct unless they

...targeting = FALSE), mean.model = list(armaOrder=c(0,0),include.mean =FALSE, archm = FALSE, archpow = 1, arfima = FALSE, external.regressors = NULL, archex = FALSE), distribution.model = "norm", start.pars = list(), fixed.pars = list()) ugarchfit(spec, X2, out.sample = 0, solver = "solnp", solver.control = list(trace = TRUE, tol=1e-4, delta=1e-8), fit.control = list(stationarity = 1, fixed.se = 0, scale=0)) I got this error massage *In .makefitmodel(garchmodel = "sGARCH", f = .sgarchLLH, ... : rugarch-->warning: failed to invert hessian * I think rugarch is...

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