similar to: convex optimization package for R, specifically semidefinite programming

Displaying 20 results from an estimated 200 matches similar to: "convex optimization package for R, specifically semidefinite programming"

2008 Sep 11
1
Convex optimization in R?
Hi my R buddies, I'm trying to solve a specific group of convex optimization in R. The admissible region is the inside and surface of a multi-dimensional eclipse area and the goal function is the sum of absolution values of the variables. Could any one please tell me whether there's a package in R to do this? Thank you very much, Best wishes, -- ??? Hesen Peng
2010 Jan 26
2
Large dataset importing, columns merging and splitting
Dear All, I have a large data set that looks like this: CVX 20070201 9 30 51 73.25 81400 0 CVX 20070201 9 30 51 73.25 100 0 CVX 20070201 9 30 51 73.25 100 0 CVX 20070201 9 30 51 73.25 300 0 First, I would like to import it by merging column 3 4 and 5, since that is the timestamp. Then, I would like to aggregate the data by splitting them in bins of 5 minutes size, therefore from 93000 up to
2023 Nov 22
1
Matrix 1.6.2+ versus Matrix 1.6.2-
Naras, Thanks. I'm a bit confused, because Rmosek does not declare Matrix as a dependency: > tools::package_dependencies("Rmosek", which = "all")[[1L]] [1] "pkgbuild" nor does it contain code needing compilation: > packageDescription("Rmosek", fields="NeedsCompilation") [1] "no" Can you explain the
2012 Oct 02
1
glpk package missing?
I have a piece of code (from Xie et al. 2009 Autophagy 5:217) that runs in R and requires the glpk package. A year or so ago, I was able to download and install the glpk package directly from insider the R program (for Windows), and everything worked fine. Now I have installed R for Windows on a new computer, and I cannot find the glpk package on the list of available packages on my local
2011 Nov 17
1
Non-free packages in CRAN
Hello. This is in relation to the discussion below: http://sourceforge.net/mailarchive/forum.php?thread_name=CAPHS2gwmxJGF9Cy8%3DSEGasQcVRg_Lqu-ndCdVhO-r1LJsRQGuA%40mail.gmail.com&forum_name=octave-dev If this is the wrong place to discuss this issue, I would be thankful for a redirection to the appropriate forum. As Henrik says, R or some organisation that acts in R's name, has
2007 Mar 05
2
Linear programming with sparse matrix input format?
Hi. I am aware of three different R packages for linear programming: glpk, linprog, lpSolve. From what I can tell, if there are N variables and M constraints, all these solvers require the full NxM constraint matrix. Some linear solvers I know of (not in R) have a sparse matrix input format. Are there any linear solvers in R that have a sparse matrix input format? (including the
2011 Nov 18
3
Non-free packages in R-Forge
I'm sorry about the tone of my previous email. Let me try again in a cleaner way. The problem is: R or the organisation behind R via its infrastructure seems to be endorsing R-Forge, and R-Forge is hosting at least one project whose sole purpose is to link R with non-free software. This looks like endorsement of non-free software, which is contrary to the aims of the GNU project, of which R
2011 Oct 10
1
Linear programming problem, RGPLK - "no feasible solution".
In my post at https://stat.ethz.ch/pipermail/r-help/2011-October/292019.html I included an undefined term "ej". The problem code should be as follows. It seems like a simple linear programming problem, but for some reason my code is not finding the solution. obj <- c(rep(0,3),1) col1 <-c(1,0,0,1,0,0,1,-2.330078923,0) col2 <-c(0,1,0,0,1,0,1,-2.057855981,0) col3
2012 Feb 01
3
Optimisation
Can optimisation (simplex etc) be done through R?
2006 Feb 23
1
R and marine protected areas: algorithms for site selection
Dear listers, a central problem in conservation biology is the selection of sites in reserve network design. many algorithms have been published, and I was wondering any have been implemented in R. I did not seen anything on CRAN or R-help, or on the web in general. Best regards, Eric Eric Pante ---------------------------------------------------------------- College of Charleston, Grice
2005 Oct 02
2
modeling language for optimization problems
Does anyone know whether R has its own modeling language for optimization problems (like SIMPLE in NuOPT for S-plus)? Paolo
2012 Jul 14
1
xcv
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2011 May 18
1
Grouped bar plot
Hi, I am trying to produce a grouped bar plot from a data.frame and I'm having difficulties figuring out how to do so. My data is 500 rows by 4 columns and basically looks like so: > head(x) V1 V2 V3 V4 1 XOM 0.2317915 0.1610068 1.6941637 2 AAPL 0.6735488 0.7433611 0.1594102 3 GE 1.2554160 0.9237384 1.6767711 4 IBM 1.6296938 0.3730387 0.5858115 5 CVX
2009 Mar 27
1
asking advice for Integer Programming packages
Dear everyone, I don't know much about Integer Programming but am afraid I am facing a problem that can only be solved via Integer Programming. I was wondering if those of you who have experience with it could recommend an R package. I found the following R packages: Rglpk glpk lpSolve lpSolveAPI Are there any others? Are some of them easier to use than others for a beginner? Any advice
2011 Aug 04
1
[LLVMdev] Performance benchmarks available?
On 08/04/2011 11:35, FlyLanguage wrote: > Do your own benchmarking, on the stuff that matters to you. It's the > only fair benchmark you'll ever see. I agree, but this is somewhat extreme point of view. Some general comparisons could also be of interest. For example, performance comparison of some deterministic software like GLPK solver, or compiler itself would be interesting to
2007 Mar 21
1
Integer Optimization
Hello everybody, I am looking for a function (or package) which can solve a integer optimization problem. I have found the glpk package but I don't known very well how to use it. Someone has another solution ? thx
2012 Apr 26
0
nearest positive semidefinit toeplitz matrix
hHllo, I'm looking for an algroithm to transform an existing toeplitz matrix (autocorrelation matrix) to the nearest positive semidefinite toeplitz matrix. I merely found an algorithm to transform an correlation matrix via the function nearcor() based on the algorithm of Higham. But as I examined, it destroys the toeplitz structure of my underlying matrix. Does any function already exist
2017 Aug 15
1
Lattice Histogram Scaling
My apologies, the data can now be found at: url <- "http://www.econ.uiuc.edu/~roger/research/ebayes/velo.d" x <- scan(url,skip = 1) If I could get each of the histograms to mimic what is produced by hist(x, 100, freq = FALSE) I?ve experimented with xlim, ylim, without success so far... url: www.econ.uiuc.edu/~roger Roger Koenker email rkoenker at uiuc.edu
2017 Aug 14
1
Lattice Histogram Scaling
I am trying to do some comparisons of density estimators using lattice. The code below attempts to plot the same histogram in each panel and then overplots a kernel estimate with different bandwidths. Finding packet.number() was a bit arduous, but seems to do what I want. My concern now is that close examination of the 4 histograms reveals that they are different even though they use the same
2011 Aug 04
2
[LLVMdev] Performance benchmarks available?
I listened to the Oracle webcast about their new upcoming development tools. They mentioned that their C/C++ compiler "far outperforms all open source alternatives". I asked the question if they have any benchmark URL supporting this statement. They actually answered. They said that they stopped publishing benchmark results. But they said that on Intel platform their compiler