Displaying 3 results from an estimated 3 matches for "xtol_rel".
2013 Jan 03
0
help with NLOPTR
...200, 4200, 4200) ## start values
lb=c(0, 0, 0,0,0) ## lower bound for each variable in vector x for
objective function, Inf for infinity
ub=c(1, 1, L, L, L) ## upper bound for each variable in vector x for
objective function
local_opts=list("algorithm" = "NLOPT_LN_AUGLAG", "xtol_rel"=0.01) ## some
algorithms in nloptr require a local algorithm too
opts=list("algorithm" = "NLOPT_GN_ISRES", "xtol_rel" = 0.01,
"maxeval"=100000 ,"local_opts" = local_opts, "print_level"=2)
nloptr(x0=x0, eval_f = eval_f, lb=lb, ub=ub,...
2025 Apr 30
1
Estimating regression with constraints in model coefficients
...t; eval_f = objective,
> > > > > > > > lb = lower_bounds,
> > > > > > > > ub = upper_bounds,
> > > > > > > > eval_g_eq = eq_constraint,
> > > > > > > > opts = list(algorithm = "NLOPT_LD_SLSQP", xtol_rel = 1e-8)
> > > > > > > > )
> > >
>
> > > > > > > The next step would be writing the actual log-likelihood for your specific problem or verifying constraint implementation.
> > >
>
> > > > > > > Manually coding...
2025 May 04
0
Estimating regression with constraints in model coefficients - Follow-up on Constrained Ordinal Model — Optimized via COBYLA
...t; > > > > > > lb = lower_bounds,
> > > > > > > > > > ub = upper_bounds,
> > > > > > > > > > eval_g_eq = eq_constraint,
> > > > > > > > > > opts = list(algorithm = "NLOPT_LD_SLSQP", xtol_rel = 1e-8)
> > > > > > > > > > )
>
> > > > > > > > > The next step would be writing the actual log-likelihood for your specific problem or verifying constraint implementation.
>
> > > > > > > > > Manually cod...