Displaying 20 results from an estimated 500 matches similar to: "nonlinear constrained optimization"
2008 Jul 21
2
CART and CHAID
Can I say that RPART is a modified algo of CART and PARTY a modified of
CHAID?
Thanks.
----
Chua Siang Li
Consultant - Operations Research
Acceval Pte Ltd
Tel: 6297 8740
Email: siang.li.chua at acceval-intl.com
Website: www.acceval-intl.com
This message and any attachments (the "message"...{{dropped:12}}
2008 Jul 22
2
rpart$where and predict.rpart
Hello there. I have fitted a rpart model.
> rpartModel <- rpart(y~., data=data.frame(y=y,x=x),method="class", ....)
and can use rpart$where to find out the terminal nodes that each
observations belongs.
Now, I have a set of new data and used predict.rpart which seems to give
only the predicted value with no information similar to rpart$where.
May I know how
2008 Aug 05
1
Extracting variable names of final model in stepAIC
Hello there. I uses the following codes for the purpose of variable
selection.
> lmModel <- lm(y~.,data.frame(y=y, x=x))
> step <- stepAIC(lmModel, direction="both")
> step$anova
Stepwise Model Path
Analysis of Deviance Table
Initial Model:
y ~ x.Market.Price + x.Quantity + x.Country + x.Incoterm + x.Channel +
x.PaymentTerm
Final
2008 Jul 31
1
predict rpart: new data has new level
Hi. I uses rpart to build a regression tree. Y is continuous. Now, I try
to predict on a new set of data. In the new set of data, one of my x (call
Incoterm, a factor) has a new level.
I wonder why the error below appears as the guide says "For factor
predictors, if an observation contains a level not used to grow the tree, it
is left at the deepest possible node and
2009 Jul 03
2
Error using the Rdonlp2 Package
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
2008 Jul 19
2
Non-linearly constrained optimisation
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
2009 Sep 03
3
Rdonlp2 package question
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.
2008 Jun 18
3
Cluster on both categorical and numerical data
Hello there. Is there any function in R that can do cluster on a set of
data that has both categorical and numerical variables? thanks.
siangli
2008 Oct 15
1
Forecasting using ARIMAX
Dear R-helpers,
I would appreicate if someone can help me on the transfer parameter in ARIMAX and also see what I am doing is correct.
I am using ARIMAX with 2 Exogeneous Variables and 10 years data are as follows:
DepVar Period, depVar, IndepVar1 Period, indepVar1, IndepVar2 Period, indepVar2
Jan 1998,708,Jan 1998,495,Jan 1998,245.490
Feb 1998,670,Feb 1998,421.25,Feb 1998,288.170
Mar
2009 Jul 03
1
Error
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,
2008 Sep 16
0
Warning messages after auto.arima
Dear R-helpers.
Would appreciate if someone can explain the warning messages below, after
auto.arima. I couldn't find any clue in the archived help.
Also, how do I retrieve the AICs of each tried model in auto.arima? The
purposes are (1) to output to a text file, and (2) to find the 2nd best
model by finding 2nd lowest AIC instead of eyeballing thru the value at the
console
2012 Jul 18
4
The best solver for non-smooth functions?
# 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",
2008 May 12
1
Quadratic Constraints
Hi R,
A quick question.... How can I optimize the objective function
constrained to quadratic constraints? Which function of R is useful for
quadratic constraints?
Many Thanks,
Shubha
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2008 Jul 03
1
Otpmial initial centroid in kmeans
Helo there. I am using kmeans of base package to cluster my customers. As
the results of kmeans is dependent on the initial centroid, may I know:
1) how can we specify the centroid in the R function? (I don't want random
starting pt)
2) how to determine the optimal (if not, a good) centroid to start with? (I
am not after the fixed seed solution as it only ensure that the
2007 Jun 10
0
Rdonlp2 - an extension library for constrained optimization
Ryuichi Tamura wrote:
Please can you put your package on the CRAN server ?
Many thanks
Diethelm Wuertz
> Hello R-list,
>
> I have released an update version (0.3-1) of Rdonlp2.
> Some (fatal) bugs which may kill interpreter should be fixed.
>
> In addition, user-visible changes are:
> * *.mes, *.pro files are not created if name=NULL(this is default) in donlp2().
> * use
2009 Feb 22
2
[SoC09-Info] An IPopt interface for R
There have been several messages on R-devel mentioning the interior
point optimization software Ipopt, https://projects.coin-op/Ipopt/.
This C++ library is released under a license called the Common Public
License.
I have two questions that readers of R-devel may be able to answer.
1) Would creating an Ipopt interface for R be duplicating existing
efforts? That is, has someone already done so
2008 Nov 28
1
Regarding posting a package to R-forge (with one of the dependent packages not in CRAN)
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
2005 Aug 26
3
.Call and Segmentation Fault
Hello to everyone!
I use .Call to call a C function without arguments wich calls a
fortran optimization package. My C function uses others C and Fortran
functions and it works fine when I call it from a main() in a C
program. But when I call it from R with
.Call("name_of_the_c_function"), R gives me some weird output.
This weird output is a worng answer to my optimization problem
2015 Mar 04
2
adaptive bandwidth
Thanks Dragos,
I assume I will be setting those parameters during initialization of
encoder right?
Question is, if connection gets too lossy, how will opus adapt to it? Can
it automatically shift bitrate down to minimize impact?
Mark from IRC suggests that the app has to be aware of the losses and
change it on the fly.
Has anybody on the list tried this?
Kelvin Chua
On Wed, Mar 4, 2015 at 5:53
2009 Feb 18
1
interior point methods, automatic differentiation in R
Dear all,
I'm wondering if there are some ongoing projects for interior point methods
in R (e.g. linking ipopt from Coin written in C++ to R) and for automatic
differentiation in R (e.g. linking openAD available in C++ and Fortran) ?
Many thanks,
David
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