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2010 Nov 19
2
question about constraint minimization
...nimization:
(1) x2+x3+...+x12=1.5 (x1 is excluded);
(2) x1=x3=x4;
(3) x1, x3 and x5 are in the range of -1~0, respectively. The rest variables
(x2, x4, x6, x7, ...., x12) are in the range of 0~1, respectively.
The "optim" function is used. And part of my input is as follow, where
"xx1r" represents the x12:
xx1r=1.5-x[2]-x[1]-x[1]-x[3]-x[4]-x[5]-x[6]-x[7]-x[8]-x[9]
start=rnorm(9)
up=1:9/1:9*1
lo=1:9/1:9*-1
out=optim(start,f,lower=lo,upper=up,method="L-BFGS-B",hessian=TRUE,
control=list(trace=6,maxit=1000))
There are two problems in this input. the "up" a...
2010 Nov 24
0
4. Rexcel (Luis Felipe Parra)-how to run a code from excel
...(2) x1=x3=x4;
> > (3) x1, x3 and x5 are in the range of -1~0, respectively. The rest
> variables
> > (x2, x4, x6, x7, ...., x12) are in the range of 0~1, respectively.
> >
> > The "optim" function is used. And part of my input is as follow, where
> > "xx1r" represents the x12:
> >
> > xx1r=1.5-x[2]-x[1]-x[1]-x[3]-x[4]-x[5]-x[6]-x[7]-x[8]-x[9]
> > start=rnorm(9)
> > up=1:9/1:9*1
> > lo=1:9/1:9*-1
> > out=optim(start,f,lower=lo,upper=up,method="L-BFGS-B",hessian=TRUE,
> > control=list(trace=6,max...