[R] problems with constrained optimization
I tried ti run a simple example with function solnp() from Rsolnp: find
max(x+y) on a unit circle x*x+y*y=1. The answer should be x=y=1/sqrt(2)
with max=sqrt(2).
Here are my code and results
# test Rsolnp
library(Rsolnp)
fn1 - function(x)
+ {
+ x[1] + x[2]
+ }
cond - function(x)
+ {
+ z- x[1]*x[1] + x[2]*x[2]
+ }
x0 - c(0,1)
cval - c(1)
optim -solnp(x0,fun=fn1,eqfun=cond,eqB=cval)
Iter: 1 fn: 1. Pars: -3.053e-11 1.000e+00
solnp-- Completed in 1 iterations
optim
$pars
[1] -3.053113e-11 1.00e+00
$convergence
[1] 0
$values
[1] 1 1
$lagrange
[,1]
[1,] 0.5
$hessian
[,1] [,2]
[1,] 2e+100
[2,] 0e+001
$ineqx0
NULL
$nfuneval
[1] 13
$outer.iter
[1] 1
$elapsed
Time difference of 0.00500083 secs
#
SOMETHING IS WRONG BUT I DO NOT SEE ANY MY MISTAKE.
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Re: [R] problems with constrained optimization
Bad starting value.
Try
c(3/5,4/5)
On Aug 19, 2013, at 1:33 PM, il...@gertner.health.gov.il wrote:
I tried ti run a simple example with function solnp() from Rsolnp: find
max(x+y) on a unit circle x*x+y*y=1. The answer should be x=y=1/sqrt(2)
with max=sqrt(2).
Here are my code and results
# test Rsolnp
library(Rsolnp)
fn1 - function(x)
+ {
+ x[1] + x[2]
+ }
cond - function(x)
+ {
+ z- x[1]*x[1] + x[2]*x[2]
+ }
x0 - c(0,1)
cval - c(1)
optim -solnp(x0,fun=fn1,eqfun=cond,eqB=cval)
Iter: 1 fn: 1. Pars: -3.053e-11 1.000e+00
solnp-- Completed in 1 iterations
optim
$pars
[1] -3.053113e-11 1.00e+00
$convergence
[1] 0
$values
[1] 1 1
$lagrange
[,1]
[1,] 0.5
$hessian
[,1] [,2]
[1,] 2e+100
[2,] 0e+001
$ineqx0
NULL
$nfuneval
[1] 13
$outer.iter
[1] 1
$elapsed
Time difference of 0.00500083 secs
#
SOMETHING IS WRONG BUT I DO NOT SEE ANY MY MISTAKE.
[[alternative HTML version deleted]]
__
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.
__
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.
