Leonardo Monasterio <leonardo.monasterio <at> gmail.com> writes:
> > Dear R users, > > In the function bellow I want to find the maximum value of v, > subject to the constrain that the sum of x is equal to 1. > I want to maximize: > v<-t(x)%*%distance%*%x > > Subject to: > sum(x)=1 I do not see why you would take the trouble to use constraint optimization here. Use x_n as a dependent variable, x_n <- 1 - sum(x), x an (n-1)-dim. vector, define another function f1(x) <- f(c(x, 1-sum(x))) appropriately, and apply optim() without constraints. Hans Werner > Where: > "x" is a vector n X 1 > "distance" is a matrix n*n and it is given. > (In practice, the number of n can go up to hundreds.) > > I have a bit of experience using R but not much on optimization > techniques or on R optimization packages. I have taken a look at > optim and nlminb, but I am quite confused. > Do you have any suggestion on how to do it? > Thank you very much, > Leo Monasterio. > > ______________________________________________ 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.
