Re: [R] constrOptim with method = "L-BFGS-B"

On Tue, 17 Jun 2008, lhaba wrote: Hi, i need to minimize a quadratic function with boundary condidtions and one equality condition. In order to do that i converted the equality constraint into 2 inequality constaints You can't do that with constrOptim. constrOptim requires the interior of the

Re: [R] constrOptim with method = "L-BFGS-B"

Dear Georges, if you are interested in optimization methods in R, there is the Optimization Task View that has been set up only a few weeks ago. Most likely it covers all the optimization algorithms available in R packages. For constraint handling there have been some postings in April and May

Re: [R] constrOptim with method = "L-BFGS-B"

Thank you for your answer. I posted this problem as it is because I am benchmarking multiple solvers over this particular problem. I will enquire LowRankQP, kernlab and quadprog packages as you suggested. Thank you Georges Spencer Graves wrote: > > I believe that 'optim' will not ac

Re: [R] constrOptim with method = "L-BFGS-B"

I believe that 'optim' will not accept equality constraints. However, you do not need the generality of 'optim' to "minimize a quadratic function with boundary conditions and one equality condition". This type of problem is called "quadratic programming", and RSiteSearch("quadratic

[R] constrOptim with method = "L-BFGS-B"

Hi, i need to minimize a quadratic function with boundary condidtions and one equality condition. In order to do that i converted the equality constraint into 2 inequality constaints and passed everything cia constrOptim, as the manual said: everything included in the ... will be passed to Optim