On Wed, 1 Aug 2007, Patrick Burns wrote:
If you put in penalties for breaking constraints,
it is generally better to make the penalty depend
on the size of the violation. This keeps the function
continuous (though usually not differentiable at the
boundary), and gives the optimizer a hint
@stat.math.ethz.ch
Sent: Tuesday, July 31, 2007 3:50:52 PM
Subject: Nonlinear optimization with constraints
Hello R community,
I am using R for creating a model using optimization. I would like to ask
if there is R-function/package for solving the problem below:
Minimize sum(abs(exp^(Ai1
for your help.
Regards,
Vu
- Original Message
From: Vu Nguyen [EMAIL PROTECTED]
To: r-help@stat.math.ethz.ch
Sent: Tuesday, July 31, 2007 3:50:52 PM
Subject: Nonlinear optimization with constraints
Hello R community,
I am using R for creating a model using optimization. I would like
Hello R community,
I am using R for creating a model using optimization. I would like to ask if
there is R-function/package for solving the problem below:
Minimize sum(abs(exp^(Ai1 x1 + Ai2 x2 + ... + Aim xm - bi) - 1)), for each i =
1, ..., n.
subject to Ai1 x1 + Ai2 x2 + ... + Ajm xm - bi
for your help.
Regards,
Vu
- Original Message
From: Vu Nguyen [EMAIL PROTECTED]
To: r-help@stat.math.ethz.ch
Sent: Tuesday, July 31, 2007 3:50:52 PM
Subject: Nonlinear optimization with constraints
Hello R community,
I am using R for creating a model using optimization. I would like
