Re: [R] Creating Optimization Constraints

2012-10-17 Thread boylangc
Dr. Varadhan: Perfect. Package Rsolnp is exactly what I was looking for. Thank you very much. r/ Greg -Original Message- >From: Ravi Varadhan >Sent: Oct 17, 2012 10:24 AM >To: "'boyla...@earthlink.net'" >Cc: "r-help@r-project.org"

Re: [R] Creating Optimization Constraints

2012-10-17 Thread Ravi Varadhan
You have nonlinear constraints on the parameters. Take a look at constrained optimization algorithms in packages "alabama" or "Rsolnp" that can handle non-linearly constrained optimization problems. Ravi Ravi Varadhan, Ph.D. Assistant Professor The Center on Aging and Health Division of Geriat

[R] Creating Optimization Constraints

2012-10-16 Thread boylangc
Good afternoon, In the code below, I have a set of functions (m1,m2,m3,s1,s2, and s3) which represent response surface designs for the mean and variance for three response variables, followed by an objective function that uses the "Big M" method to minimize variance (that is, push s1, s2, and