try this (package Rsolnp)
library(Rsolnp)
g<- function(x)
{
return(x[1]^2+x[2]^2)
} # constraint
f<- function(x)
{
return(x[1]+x[2])
} # objective function
x0 = c(1, 1)
solnp(x0, fun=f, eqfun=g, eqB=c(1))
Am 10.08.2010 14:59, schrieb Gildas Mazo:
Thanks, but I still cannot get to solve my problem: consider this simple
example:
########
f<- function(x){
return(x[1]+x[2])
} # objective function
g<- function(x){
return(x[1]^2+x[2]^2)
} # constraint
#########
I wanna Maximize f(x) subject to g(x) = 1. By hand the solution is
(1/sqrt(2), 1/sqrt(2), sqrt(2)). This is to maximizing a linear function
subject to a nonlinear equality constraint. I didn't find any suitable
function in the packages I went through.
Thanks in advance,
Gildas
Spencer Graves a écrit :
To find every help page containing the term "constrained
optimization", you can try the following:
library(sos)
co<- findFn('constrained optimization')
"Printing" this "co" object opens a table in a web browser with
all matches sorted first by the package with the most matches and with
hot links to the documentation page.
writeFindFn2xls(co)
This writes an excel file, with the browser table as the second
tab and the first being a summary of the packages. This summary table
can be made more complete and useful using the "installPackages"
function, as noted in the "sos" vignette.
A shameless plug from the lead author of the "sos" package.
Spencer Graves
On 8/9/2010 10:01 AM, Ravi Varadhan wrote:
constrOptim can only handle linear inequality constraints. It cannot
handle
equality (linear or nonlinear) as well as nonlinear inequality
constraints.
Ravi.
-----Original Message-----
From: r-help-boun...@r-project.org
[mailto:r-help-boun...@r-project.org] On
Behalf Of Dwayne Blind
Sent: Monday, August 09, 2010 12:56 PM
To: Gildas Mazo
Cc: r-help@r-project.org
Subject: Re: [R] optimization subject to constraints
Hi !
Why not constrOptim ?
Dwayne
2010/8/9 Gildas Mazo<gildas.m...@curie.fr>
Dear R users,
I'm looking for tools to perform optimization subject to constraints,
both linear and non-linear. I don't mind which algorithm may be
used, my
primary aim is to get something general and easy-to-use to study
simples
examples.
Thanks for helping,
Gildas
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and provide commented, minimal, self-contained, reproducible code.
______________________________________________
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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.
