--- Begin Message ---
Danke schön Matthias.
I had naively started with x0 = c(0,0) and I got a "Redundant
constraints were found" error. What's the problem with (0,0) ?
Matthias Gondan a écrit :
> 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
>>>>>
>>>>> ______________________________________________
>>>>> 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<http://www.r-project.org/posting
>>>>
>>>>
>>>> -guide.html>
>>>>> and provide commented, minimal, self-contained, reproducible code.
>>>>>
>>>> [[alternative HTML version deleted]]
>>>>
>>>> ______________________________________________
>>>> 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.
>>>>
>>>> ______________________________________________
>>>> 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.
>>
>
> ______________________________________________
> 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.
>
>
--- End Message ---
______________________________________________
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.
