I refer to such parameters as "masked" in my 2014 book Nonlinear parameter optimization with R tools. Recently I put package optimrx on R-forge (and optimr with fewer solvers on CRAN) that allows for masks with all the parameters. The masks can be specified as you suggest with start=lower=upper. However, for reasons I won't go into here, nloptr solvers are not yet included. However, I suspect either Rvmmin or Rcgmin will work fine.
I will guess that nloptr does NOT cater for masks. JN On 16-10-19 05:59 PM, Narendra Modi wrote: > Hello All, > I have a matrix with initial values as below and I need to optimize > the variables that are greater than 0. > > TAU fij fij2 > [1,] 14.33375 0.0000000 0.01449572 > [2,] 14.33375 0.0000000 0.00000000 > [3,] 14.33375 0.0000000 0.00000000 > [4,] 14.33375 0.0000000 0.02206446 > [5,] 14.33375 0.0000000 0.00000000 > [6,] 14.33375 0.0000000 0.00000000 > [7,] 14.33375 0.0000000 0.00000000 > [8,] 14.33375 0.8279846 0.00000000 > [9,] 14.33375 0.0000000 0.03695833 > [10,] 14.33375 0.0000000 0.00000000 > > Or structure(c(14.3337481730129, 14.3337481730129, 14.3337481730129, > 14.3337481730129, 14.3337481730129, 14.3337481730129, 14.3337481730129, > 14.3337481730129, 14.3337481730129, 14.3337481730129, 0, 0, 0, > 0, 0, 0, 0, 0.827984553120177, 0, 0, 0.0144957197835888, 0, 0, > 0.0220644627842788, 0, 0, 0, 0, 0.0369583294835073, 0), .Dim = c(10L, > 3L), .Dimnames = list(NULL, c("TAU", "fij", "fij2"))) > > Is it possible to provide lowerbound and upperbound as 0 for variables > (< 0 in the initial matrix) and nloptr will consider them "unchanged" > during optimization? > > Rstudio crashes when I try to do that. Is this a bug or I should > approach it differently? > > NM > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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 -- To UNSUBSCRIBE and more, see 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.