Re: [R] Linear programming problem, RGPLK - "no feasible solution".

2011-10-10 Thread Liu Evans, Gareth
In my post at https://stat.ethz.ch/pipermail/r-help/2011-October/292019.html I included an undefined term "ej". The problem code should be as follows. It seems like a simple linear programming problem, but for some reason my code is not finding the solution. obj <- c(rep(0,3),1) col1 <-c(1,0

[R] Linear programming problem, RGPLK - "no feasible solution"

2011-10-07 Thread Liu Evans, Gareth
Dear All, RGLPK says that there is no feasible solution but I think there should be. In a more general setup with more variables, where we know the feasible solution analytically, it also says there is no feasible solution. I have tried different values. except the 0s and 1s must stay as they

[R] minimisation problem, two setups (nonlinear with equality constraints/linear programming with mixed constraints)

2011-10-03 Thread Liu Evans, Gareth
Dear All, Thank you for the replies to my first thread here: http://r.789695.n4.nabble.com/global-optimisation-with-inequality-constraints-td3799258.html. So far the best result is achieved via a penalised objective function. This was suggested by someone on this list privately. I am still l

[R] global optimisation with inequality constraints

2011-09-08 Thread Liu Evans, Gareth
Dear All, I would like to minimise a nonlinear function subject to linear inequality constraints as part of an R program. I have been using the constrOptim function. I have tried all of the methods that come with Optim, but nothing finds the correct solution. If I use the correct solution as