Re: [R] Nonlinear integer programming (again)
You may have good reason to distrust the Excel solver :) See below John Kane Kingston ON Canada -Original Message- From: rzw...@ets.org Sent: Sat, 14 Feb 2015 23:53:55 + To: r-help@r-project.org Subject: [R] Nonlinear integer programming (again) Oddly, Excel's Solver will produce a solution to such problems but (1) I don't trust it and (2) it cannot handle a large number of constraints. From IIRC a discussion on the R-help list but which I forgot to save the link. The idea that the Excel solver has a good reputation for being fast and accurate does not withstand an examination of the Excel solver's ability to solve the StRD nls test problems. Solver's ability is abysmal. 13 of 27 answers have zero accurate digits, and three more have fewer than two accurate digits --and this is after tuning the solver to get a good answer. ... Excel solver does have the virtue that it will always produce an answer, albeit one with zero accurate digits. Bruce McCullough FREE 3D MARINE AQUARIUM SCREENSAVER - Watch dolphins, sharks orcas on your desktop! __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
Re: [R] Nonlinear integer programming (again)
Zwick, Rebecca J RZwick at ETS.ORG writes: Oddly, Excel's Solver will produce a solution to such problems but (1) I don't trust it and (2) it cannot handle a large number of constraints. [...] My question is whether there is an R package that can handle this problem. There are not many free integer (nonlinear) programming (IP, INLP) solvers available. You could send your problem to one of the MINLP solvers at NEOS: http://neos.mcs.anl.gov/neos/solvers/ [See the list of relevant NEOS solvers (commercial and free) on this page: http://www.neos-guide.org/content/mixed-integer-nonlinear-programming] You can also use the 'rneos' package to send your request to one of these Web services, but most of the time I find it easier to directly fill the solver template. Please note that you have to format your problem and data according to the solver's needs, i.e. likely in AMLP or GAMS syntax. If you intend to solve such problems more often, I'd suggest to download one of the commercial solvers with academic licenses (e.g., Knitro, Gurobi, ...) and to install a corresponding R package to access the solver. For more information see the Optimization task view. I would *never* trust Excel for these kinds of problems... By the way, I may not correctly understand your objective, but perhaps you can formulate it as maximizing a quadratic function (with constraints). __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
Re: [R] Nonlinear integer programming (again)
On Sat, 14 Feb 2015, Zwick, Rebecca J wrote: My question is whether there is an R package that can handle this problem. Rebecca, I'm not sure, but have you looked at the Simplex method in the boot() package? http://www.astrostatistics.psu.edu/datasets/R/html/boot/html/simplex.html Rich __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
