similar to: Cardinality constraint

Function DEoptim in package DEoptim for differential evolution defines an optional parameter fnMap: fnMap "an optional function that will be run after each population is created, but before the population is passed to the objective function. This allows the user to impose integer/cardinality constriants." Unfortunately, there is no further documentation decribing the kind of

Is there any R package addressing problems of constrained optimization ? I have the following "apparently" simple problem: Given a set V with fixed cardinality: nv Given a set S whose cardinality is a parameter: nHat Let the cardinality of the intersection S.and.V be: nHatv The problem consists of maximizing nHatv/nv subject to a penalty if nHat >

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 %*%

Hello all, To start with, these measurements are on Linux with R 2.9.2 (64-bit build) and Python 2.6 (also 64-bit). I've been investigating R for some log file analysis that I've been doing. I'm coming at this from the angle of a programmer whose primarily worked in Python. As I've been playing around with R, I've noticed that R seems to use a *lot* of memory, especially

Hi, I am plotting a policy function (result from a dynamic stochastic optimization problem, discretized approximation). The policy function maps from an 2 x 2 x 2 x 3 x B x F state space to a B x F state space (B and F are usually between 4-6, and represent domestic and foreign savings. The other variables are income (Y), inflation (Pi), domestic and foreign interest rates (R and Z)). I

Bonjour à tous, Je développe une grosse application en Rails 3.2.7 qui est connecté à une BD Postgres 8.4 installée sur la même machine. L''application s''exécute sur Apache avec le module Passenger. L''application est constamment utilisée par une centaine d''utilisateurs et ne pose aucun problème pendant plusieurs heures puis, d''un coup, Rails ne

Dear All, I am having trouble in using R function "constrOptim" to do constraint optimization. It seems that "constrOptim" calls function "optim" when it does the optimization, and "optim" allows us to set "method" to be "SANN" if we want to use simulated annealing. In "optim", the function allows us to set gradient to be

Hello All, I would like to optimize a (log-)likelihood function subject to a number of linear constraints between parameters. These constraints are equality constraints of the form A%*%theta=c, ie (1,1) %*% 0.8,0.2)^t = 1 meaning that these parameters should sum to one. Moreover, there are bounds on the individual parameters, in most cases that I am considering parameters are bound between zero

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 Alertas do Yahoo! Mail em seu celular. Saiba mais em http://br.mobile.yahoo.com/mailalertas/

Dear useRs, I was asked to produce a survival curve like this: http://www.palug.net/Members/jabba/immaginetta.png/view with the cardinality of the riskset at the bottom. I do not like doing it, because it doesn't add any valuable information and because it doesn't discriminate between died and censored. Nevertheless, is there someone able to tell me how to do it? Currently the only

Hello, I would like to know how to count the number (cardinality) of a specific element in a single row of a matrix. At this time I have 30X3 matrix. The first column is the treatment number for each data point. I would like to know how many of each treatments are in this matrix. i.e. I want to know how many 1's are in column 1, how many 2's are in column 1, etc. I found a couple

Hi all, I consider writing a R package on statistics for the sorting method as a hobby. I have written a private Java application that I could use as a basis. Therefore I'd like to ask two questions: 1) logical vectors: Bit storage (small) and capable of bit operations? The Java application relies on BitSet(s) for efficiency reasons. Arrays of logical values cost far too much memory (in the

I''m seeing some odd behavior around the should_receive() when given a block combined with some cardinality. For example, with the following... my_mock.should_receive(:foo).twice do |i| puts i end ... the spec passes but i never gets puts''ed. With the following... my_mock.should_receive(:foo) do |i| puts i end ... i gets puts''ed twice but the spec fails because

Hello. I have some problems, when I try to model an optimization problem with some constraints. The original problem cannot be solved analytically, so I have to use routines like "Simulated Annealing" or "Sequential Quadric Programming". But to see how all this works in R, I would like to start with some simple problem to get to know the basics: The Problem: min f(x1,x2)=

Hello list reader, I am trying to form some constraints for an optimization I am working on. I think I have understand the use of the constraints in matrix form. I use them like: constr_mat<- -diag(2) constr_vec<- rep(-0.05,2) constr_mat<- rbind(constr_mat, diag(2)) constr_vec<- c(constr_vec, rep(-1, 2)) To get parameters in the interval [-1, 0.05]. (And this works so far) Now I

Hello. I am new to Ferret. I am using it through Acts as Ferret. Let''s say I have such a table, and all columns are indexed using the default behavior provided by acts_as_ferret: ARTICLES -id -year -body [1] A typical request will be "select id from articles where KEYWORDS % body". Will id be indexed for fulltext searching? clearly the fulltext index on id will never be

This is not a nice name (format is generic; cardinal is not a class) for a nice function, which I would like in several places in R code and therefore would like to become part of R (under a better name !) format.cardinal <- function(i, sep="") paste(i, c("st","nd","rd","th")[pmin(4,i)], sep=sep) # Try format.cardinal(sample(1:20))

Please advice on the package I should use to run a linear regression model (weighted least squared) with linear equality constraint. I initially tried "constrOptim" but it turned out that it only supported inequality linear constraint. Thank you very much in advance. Cheers, Jon -- View this message in context:

fSeries Technical Analysis rsiTA problem Hello, I?m trying to use the rsiTA() function but keep getting this error: >rsiTA(tsx,14) Error in "[.timeSeries"(close, 1:(length(close) - 1)) : only 0's may be mixed with negative subscripts Here?s is the first three lines of my data: >tsx[1:3,] close 2004-04-18 20:00:00 8702.82 2004-04-19

I am trying to optimize a likelihood function using constrOptim. I know from prior research that, e.g. x1>x2. Is there a way to include that constraint into the optimization routine, i.e. the ci constraint? The examples I found only use absolute numeric values for the constraint and not relative values. My attempts to include it into ci failed: e.g. ci=c(1, x[1]). Am I using the