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 that in Matlab exists Knitro
(http://www.ziena.com/knitro.htm.) for large optimization problems.
It will be great if you can suggest me some alternatives solutions.
Thanks in advance,
Florin
--
Florin G. Maican
==================================
Ph.D. candidate,
Department of Economics,
School of Business, Economics and Law,
Gothenburg University, Sweden
-----------------------------------
P.O. Box 640 SE-405 30,
Gothenburg, Sweden
Mobil: +46 76 235 3039
Phone: +46 31 786 4866
Fax: +46 31 786 4154
Home Page: http://maicanfg.googlepages.com/index.html
E-mail: florin.mai...@handels.gu.se
------------------------------------
"Not everything that counts can be
counted, and not everything that can be
counted counts."
--- Einstein ---
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
