[R] Constraint Optimization problem.
Dear all R users, I have a optimization problem like this: f(x,y) is a function with two variables, x, and y. Variable x is unbounded but y lies between [-10, 10]. I want to minimize f(x,y) subject to a constraint x + y 5. Can anyone tell me which R function should I use. I already gone through ?constrOptim. But here I cannot specify lower and upper bounds for x, and y. However if I use ?optim function then I can not specify the constraint. can anyone give me any clue? any help will be highly appreciated. Thanks and regards, Arun [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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] constraint optimization
Dear All, I have an optimization problem of the form: l=A*p=u where l and u are vectors of lower and upper bounds, p is a vector of parameters and A a linear constraint matrix. When l=u, it is easy to reparametrize in which case the result is a new set of parameters p' to be optimized. My problem is however that l!=u, ie it is mixed, l and u are equal for a number of constraints and inequal for another set of constraints. If I use the elements where l=u to reparametrize, I would like to know how the inequality constraints translate in new inequality constraints for p', because in that case I could use constrOptim to fit the inequality constraints. Any help appreciated, best, ingmar -- Ingmar Visser Department of Psychology, University of Amsterdam Roetersstraat 15, 1018 WB Amsterdam The Netherlands http://users.fmg.uva.nl/ivisser/ tel: +31-20-5256735 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
