similar to: Rdonlp2 - an extension library for constrained optimization

Dear experts, I'm attempting to solve a constrained optimization problem using the Rdonlp2 package. I created a Lagrange function (L=f(x)-lambda(g(x)-c)), where x is a vector of 16 parameters. This is what I'm using as objective function in the code below. In addition, I set bounds on these parameters (par.u and par.l). When I run the code, I get the error message shown below. Any idea

Previous versions have this question have partially bounced. I apologize if parts of this are showing up multiple times on the list. Another try ... There was at one time an R package called Rdonlp2 for solving constrained nonlinear programming problems. Both the objective function and the constraints could be nonlinear in the decision variables. The package is no longer in the CRAN list.

Dear Sir, I installed successfully using the install.packages("Rdonlp2", repos=" http://R-Forge.R-project.org"). I tried on the example which is defined on the Rdonlp help file ,p <- c(-10,10)par.l <- c(0,0); par.u <- c(100,100)lin.u <- 1; lin.l <- 1A <- t(c(1,1))fn <- function(x){ x[1]^2+x[2]^2}ret <- donlp2(p, fn, par.lower=par.l, par.upper=par.u, A=A,

Hi. I need some advises on how to use R to find pi (i is the index) with the following objective function and constraint: max (sum i)[ f(ai, bi, pi) * g(ci, di, pi) * Di ] s.t. (sum i)[ f(ai, bi, pi) * Di * pi] / (sum i)[ f(ai, bi, pi) * Di ] <= constant f and g are diffentiable. So, I am thinking of optim with method = "BFGS"? But wonder how to include the

# Hi all, # consider the following code (please, run it: # it's fully working and requires just few minutes # to finish): require(CreditMetrics) require(clusterGeneration) install.packages("Rdonlp2", repos= c("http://R-Forge.R-project.org", getOption("repos"))) install.packages("Rsolnp2", repos= c("http://R-Forge.R-project.org",

I can't load Rdonlp2 package. Please support me. Thanks ------------------------------------ Thien An Ho Chi Minh city - VIET NAM [[alternative HTML version deleted]]

Dear R users, I have a problem. I would like to solve the following: I have pL = 1/(1+e^(-b0+b1)) pM = 1/(1+e^(-b0)) pH = 1/(1+e^(-b0-b1)) My target function is TF= mean(pL,pM,pH) which must equal 0.5% My non-linear constraint is nl.Const = 1-(pM/pH), which must equal 20%, and would like the values of both b0 and b1 where these conditions are met. I have searched widely for an answer,

Dear Sir, I am working with one example in R donlp2. How I can get the Hessian matrix from the output. p = c(10,10) par.l = c(-100,-100) par.u = c(100,100) nlin.l = nlin.u = 2 fn = function(x) { x[1]^2+x[2]^2 } dfn = function(x){ c(2*x[1], 2*x[2]) } attr(fn, "gr") = dfn nlcon = function(x){ x[1]*x[2] } dnlcon = function(x){ c(x[2], x[1]) } attr(nlcon, "gr") = dnlcon

Wayne, i like the diff -u idea. I find -c awkward. It seems to me that the shell script could test for support of -u and if present use it instead of -c. ala if [ -n "`diff -u /dev/null /dev/null 2>&1`" ] then difftype="-c" else difftype="-u" fi diff $difftype "$2"/"$f" "$3"/"$f" || failed=YES or something

Hi. When I compiled xen-3.3-testing with DEBUG_TRACE_DUMP in xen/include/xen/lib.h turned on, I got some errors at SHADOW_PRINTK. The following patch will fix the arguments passed to SHADOW_PRINTK in xen/arch/x86/mm/shadow/common.c and xen/arch/x86/mm/shadow/multi.c. Although I haven''t tested, it is the same for xen-unstable.hg Thanks, Yoshi Signed-off-by: Yoshi Tamura

Dear R Users, I am looking for some guidance on setting up an optimisation in R with non-linear constraints. Here is my simple problem: - I have a function h(inputs) whose value I would like to maximise - the 'inputs' are subject to lower and upper bounds - however, I have some further constraints: I would like to constrain the values for two other separate function f(inputs) and

Hi Guys, Recently I wrote a package for dealing with Markov Switching Regressions in R and it is included in the Rmetrics project. https://r-forge.r-project.org/projects/rmetrics/ Everything works fine when I use it in computer. But, the package depends on the use of optimization functions from the package Rdonlp2, which is not available on CRAN. So, if I have Rdonlp2 in my laptop (or any

dear all, i wonder whether it is possible to estimate a mixed (random parameters) logit model in R. my dataset only includes conditional explanatory (RHS) variables. i've already searched the R-help archives and found slightly comparable questions but no satisfying answers. an old fashoined conditional logit does not work due to the violation of the iia property. a short description of

Hi I need advice regarding constraint optimization with large number of variables. I need to solve the following problem max f(x1,...,xn) x1,..xn x1=g1(x1,...,xn) . . xn=gn(x1,...,xn) I am using Rdonlp2 package which works well until 40 variables in my case. I need to solve this problem with over 300 variables. In this case Rdonlp2 is very very slowly. I know

Dear R-Users, I'm searching for somebody who can support me or even likes to collaborate with me in setting up an R-package for "constrained maximim log-likelihood" parameter estimation. For example fitting the parameters of a MA(1)-APARCH(1,1) model for a time series of 17'000 points (e.g. the famous Ding-Granger-Engle mode) takes about 10 minutes with the existing

Hello I have data like this x1 x2 x3 x4 x5 I want to create a matrix similar to a correlation matrix, but with the difference between the two values, like this x1 x2 x3 x4 x5 x1 x2-x1 x3-x1 x4-x1 x5-x1 x2 x3-x2 x4-x2 x5-x2 x3 x4-x3 x5-x3 x4 x5-x4 x5 Then I

Hi, I would like to announce the first release of Kemari, an open-source virtual machine synchronization mechanism for fault tolerance. It offers a feasible approach to fault tolerance that does not require the use of specific hardware or modification of applications/OS. Kemari aims to keep VMs transparently running in times of hardware failures. It transfers the state of the primary VM to the

I am using Donlp2 package to solve a non-linear problem, but there's an error I always meet: Error in matrix(unlist(value, recursive = FALSE, use.names = FALSE), nrow = nr, : attempt to set an attribute on NULL I have been suffering from this bug for a long time. I'll be very grateful if somebody could help me -_- -- View this message in context:

Dear all, I'm looking for a way to solve a simple optimization problem with a nonlinear constraint. An example would be max x s.t. y = x * T ^(x-1) where y and T are known values. optim() and constrOptim() do only allow for box or linear constraints, so I did not succedd here. I also found hints to donlp2 but this does not seem to be available anymore. Any hints are welcome,

I''m looking for a R function which can maximise this logliklihood function, under the constraits a>0 e b>0 f<-function(param){ a<-param[1] b <-param[2] log(prod)-(a*s2)-(b*s)-n*log(1-((0.5*b/sqrt(a))*(exp((b^2)/(4*a)))*((sqrt(pi ))*(1-pnorm(-b/(2*sqrt(a)), mean=0, sd=1)))))} I''ve tried maxlik constrOptim e donlp2 but without success. Thanks so