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
>
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