Displaying 20 results from an estimated 5000 matches similar to: "Stuck using constrOptim"
2011 Dec 21
1
constrOptim and further arguments
Dear List,
I have the code below, where I am using the constrained optimisation
package, 'constrOptim.nl' to find the values of two values, b0 and b1.
I have no problems when I enter further variable information DIRECTLY into
the functions, fn, and heq. In this instance I require fn to have -0.0075
appended to it, and in the case of heq, h[1] has -0.2.
library(alabama)
2009 Nov 18
1
bug in '...' of constrOptim (PR#14071)
Dear all,
There appears to be a bug in how constrOptim handles ... arguments that
are suppose to be passed to optim, according to the documentation. This
means you can't get the hessian to be returned, for example (so this is
a real problem, and not just a question of mistaken documentation).
Looking at the code, it appears that a call to the user-defined f
includes the ..., when the ...
2011 Dec 20
1
constrOptim and problem with derivative
Dear List,
I am using constrOptim to solve the following
fr1 <- function(x) {
b0 <- x[1]
b1 <- x[2]
((1/(1+exp(-b0+b1))+(1/(1+exp(-b0)))+(1/(1+exp(-b0-b1)))))/3
}
As you can see, my objective function is
((1/(1+exp(-b0+b1))+(1/(1+exp(-b0)))+(1/(1+exp(-b0-b1)))))/3 and I would
like to solve for both b0 and b1.
If I were to use optim then I would derive the gradient of the
2006 Feb 01
1
output hessian matrix in constrOptim
Hi,
Is there any way to get the hessian matrix from the "constrOptim" function without supplying gradient function? Thanks.
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2003 Oct 29
1
constrOptim doesn´t send arguments to optim!(?)
Hi,
I think that there something wrong with the 'constrOptim' max/minimization
function because she doesn?t send extra arguments to 'optim' call.
Fact: When I use optim in a f(x,theta)-like function, everything goes ok.
But using constrOptim with the same function leads to error...
Proof: Make a small change in the 'Rosenbrock Banana function' (taken from
the Examples
2010 Jun 17
2
constrOptim( ): conflict between help page and code
There is a contradiction between what the help page says and what constrOptim actually
does with the constraints. The issue is what happens on the boundary.
The help page says
The feasible region is defined by ?ui %*% theta - ci >= 0?,
but the R code for constrOptim reads
if (any(ui %*% theta - ci <= 0))
stop("initial value not feasible")
The following example
2005 Sep 26
2
constrOptim (PR#8158)
Full_Name: Haobo Ren
Version: 2.1.1
OS: Windows 2000
Submission from: (NULL) (192.11.226.116)
When running constrOptim, there is error message
Error: subscript out of bounds
2003 Jan 17
1
supplying gradient to constrOptim()
Hi, I'm very interested in using the constrOptim() function currently in
the R-devel sources. In particular, I'm trying to fit point process
conditional intensity models via maximum likelihood. However, I noticed
that the gradient of the objective function must be supplied for all but
the Nelder-Mead method. I was wondering why this was because optim()
itself does not require a gradient
2008 Jan 18
1
constrOptim with method SANN
Hi Everyone,
I'm trying to minimize a function using constrOptim with
the simulated annealing method SANN.
If I understand constrOptim well, it basically passes most
of its arguments to optim while somehow enforcing the constraints.
My problem is, that since SANN does not need gradients,
when using optim with SANN, the gr argument of optim is
used to specify a function to create the next
2007 Sep 10
2
Are the error messages of ConstrOptim() consisten with each other?
Dear Friends.
I found something very puzzling with constOptim(). When I change the
parameters for ConstrOptim, the error messages do not seem to be
consistent with each other:
> constrOptim(c(0.5,0.3,0.5), f=fit.error, gr=fit.error.grr, ui=ui,ci=ci)
Error in constrOptim(c(0.5, 0.3, 0.5), f = fit.error, gr = fit.error.grr, :
initial value not feasible
> constrOptim(c(0.5,0.9,0.5),
2004 Jul 14
2
constrOptim and function with additional parameters?
How can I use a function with some additional input parameters
in constrOptim? For example, something like
fr <- function(x,a) { ## Rosenbrock Banana function
x1 <- x[1]
x2 <- x[2]
a * (x2 - x1 * x1)^2 + (1 - x1)^2
}
where the optimum is to be found w.r.t. x. Calling
optim(c(-1.2,1), fr, NULL, a=100) works as expected, but I fail
to provide the a=100 in the constrained case:
2009 Jun 03
1
Using constrOptim() function
I have a function myFunction(beta,x) where beta is a vector of coefficients
and x is a data frame (think of it as a matrix). I want to optimize the
function myFunction() by ONLY changing beta, i.e. x stays constant, with 4
constraints. I have the following code (with a separate source file for the
function):
rm(list=ls())
source('mySourceFile')
2012 Dec 07
1
Error using constrOptim in constraint definition
Hello,
I'm trying to run constrOptim. It returns to me an error about the fact that constraints arguments (ui and ci) are non compatibles:
> optout= constrOptim(startparams, f=ImpulseSS, grad=grImpulse, ui=UI, ci=CI, data=gexp[k,], t=t)
Error in ui %*% theta : non-conformable arguments
I would like to point out that I can calculate that product in the command line:
> UI %*%
2009 Sep 11
1
constrOptim parameters
Dear R wizards: I am playing (and struggling) with the example in the
constrOptim function. simple example. let's say I want to constrain my
variables to be within -1 and 1. I believe I want a whole lot of
constraints where ci is -1 and ui is either -1 or 1. That is, I have 2*N
constraints. Should the following work?
N=10
x= rep(1:N)
ci= rep(-1, 2*N)
ui= c(rep(1, N), rep(-1, N))
2004 Apr 27
1
constrOptim does ineq, not eq, but who do ?
Hi everybody,
please, could you give me help ? I scanned the help archives and didn't
found hints...
I want to solve a large sparse linear system subjected to an inequality
constrains (all solutions positive) and an equality constrain (all
solutions sum to 1), thus I tried to fool constrOptim using:
x[1] + 0 + ... + 0 >= 0
...
0 + 0 + ... + x[n] >= 0
x[1] + x[2] + ... +
2010 Mar 17
1
constrOptim - error: initial value not feasible
Hello at all,
working with a dataset I try to optimize a non-linear function with
constraint.
test<-read.csv2("C:/Users/Herb/Desktop/Opti/NORM.csv")
fkt<- function(x){
a<-c(0)
s<-c(0)
#Minimizing square error
for(j in 1:107){
s<-(test[j,2] - (x[1] * test[j,3]) - (x[2] * test[j,4]) - (x[3]*test[j,5]) -
(x[4]*test[j,6]) - (x[5]*test[j,7]))^2
a<- a+s}
a<-as.double(a)
2009 Nov 02
2
a prolem with constrOptim
Hi,
I apologize for the long message but the problem I encountered can't be stated in a few lines.
I am having some problems with the function constrOptim. My goal is to maximize the likelihood of product of K multinomials, each with four catagories under linear constraints on the parameter values. I have found that the function does not work for many data configurations.
#The likelihood
2004 Oct 05
1
constrOptim convergence
Hello, I got a question with the R function constrOptim.
>From the R help, it says that the return values of "constrOptim" are the
same as "optim". For the return value "convergence" of the function
"optim", the values should be 0, 1, 10, 51 and 52. See
http://www.maths.lth.se/help/R/.R/library/stats/html/optim.html
When I use constrOptim, I get
2007 Aug 02
1
constraint in constrOptim
I'm using the function constrOptim together with the "SANN" method and
my objective function (f) has two parameters. One of the parameters
needs be into (2^(-10), 2^4) range and the other into (2^(-2), 2^12)
range. How can I do it using constrOptim??
Thank you
André Rossi
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2009 Apr 22
3
Help using spg optimization in BB package
i'm trying to use the BB package to minimize the sum of the squared
deviations for 2 vectors. The only thing am having trouble with is defining
the project constraint. I got the upper and lower bounds to work but i am
not sure how to create a constraint that the sum of x must be 1. Any help
would be greatly appreciated.
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