Note the "reproducible code" directive. We cannot check your calculations.
It would not surprise me if the objective for Excel was really, really
good BUT the parameters were out of bounds or violated other constraints.
At the EUSPRIG meeting in Klagenfurt in 2004 I sat next to Dan Fijlstra
of Fr
Hi All,
For a non-linear minimization optimization problem that I have, I am
getting better objective function value in Excel(15) as compared to
nloptr (73).
the nloptr is setup as:
opts = list("algorithm"="NLOPT_LN_COBYLA",
"xtol_rel"=1.0e-8, "maxeval"= 1)
lb = vector("numeric",l
1. I have no idea.
2. However, I doubt that your strategy would work anyway. If there is
not an outright error, you are probably stuck in some endless loop or
are wandering around at random on an essentially "flat" hypersurface.
You would need to change convergence criteria or change the
parameter
Hello,
I have been running a nonlinear GMM using the nloptr wrapper since the last 7
days. The maximum time I have to run the code on the server that I am using to
run this code is 7 days which expires in about an hour when the server
automatically terminates it. I will like to know if there is
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