search for: sqp

1. 566 squeue_enter(squeue_t *sqp, mblk_t *mp, mblk_t *tail, uint32_t cnt, Why cnt is declared as uint32_t (fixed size?) Why not just int or uint_t? 554 * squeue_enter() - enter squeue sqp with mblk mp (which can be 555 * a chain), while tail points to the end and cnt in number of 556 * mblks in the chain. It is not quite...

...t; parameter estimation. For example fitting the parameters of a MA(1)-APARCH(1,1) model for a time series of 17'000 points (e.g. the famous Ding-Granger-Engle mode) takes about 10 minutes with the existing optimization algorithms available under R. Modern state of the art algorithms, like SQP algorithms as implemented in Gauss, Matlab, Ox, take about a few seconds. I tested this finding with a free constrained SQP solver written in FORTRAN under R and found these results confirmed. I got the results in a few seconds instead of a few minutes! Now I'm looking for a collegue who has...

...ference I found on the web is this booklet http://www2.imm.dtu.dk/pubdb/views/edoc_download.php/5456/pdf/imm5456.pdf . Does anyone know an implementation of such algorithms? Is there any fortran implementation available useful if I have to implement it? Thanks in advance Christophe * SNOPT: An SQP Algorithm For Large-Scale Constrained Optimization (1997) by Philip E. Gill , Walter Murray , Michael , Michael A. Saunders -- Christophe DUTANG Ph. D. student at ISFA, Lyon, France [[alternative HTML version deleted]]

...e problem to get to know the basics: The Problem: min f(x1,x2)= (x1)^2 + (x2)^2 s.t. x1 + x2 = 1 The analytical solution: x1 = 0.5 x2 = 0.5 Does someone have some suggestions how to model it in R with the given functions optim or constrOptim with respect to the routines "SANN" or "SQP" to obtain the analytical solutions numerically? Again, the simple example should only show me the basic working of the complex functions in R. Hope you can help me. With regards Andreas. Lesen Sie Ihre E-Mails auf dem Handy.

...BUT IT ASSUMES THAT THE RESIDUALS ARE CLOSE TO ZERO. IT IS INCLUDED FOR PEDAGOGICAL REASONS AND SHOULD BE THE LAST CHOICE FOR MOST MODELS AND DATA SETS. I browsed some literature about the garchfit function, but I did not see the "Trust-Region" algorithm there either: algorithm = c("sqp", "nlminb", "lbfgsb", "nlminb+nm", "lbfgsb+nm"), control = list(), title = NULL, description = NULL, ...) Thank you for your attention. I am looking forward to your reply. Regards, Martin ----------------------------------------------------------------...

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 [[alternative HTML version

...9 00000000 00000000 028e91af 00000fff 0071be8c 0594c5b8 00000001 028e916b 029cb288 =============================================================================== scenario: same as above except it crashes after skip ahead only 3 or 4 tracks. SONIQUE caused an invalid page fault in module VORBIS.SQP at 015f:010b7ac0. Registers: EAX=008a1440 CS=015f EIP=010b7ac0 EFLGS=00210246 EBX=004f1480 SS=0167 ESP=0071eb24 EBP=0071ebb0 ECX=0071eb68 DS=0167 ESI=00000000 FS=47a7 EDX=0071eb68 ES=0167 EDI=00000005 GS=0000 Bytes at CS:EIP: 8b 4f 08 51 53 e8 46 fb ff ff 83 c4 08 85 c0 7c Stack dump: 00000000 008...