R: constrained optimization
A genetic algorithm would probably be a pretty good choice for this problem. It is not in a package, but you can get the code for the 'genopt' function from S Poetry on the public domain page of www.burns-stat.com. However, I think I understand enough of the problem to predict that a bespoke algorithm will be needed. In which case the introduction to genetic algorithms on the Tutorials page may be of use. Patrick Burns patrick at burns-stat.com +44 (0)20 8525 0696 http://www.burns-stat.com (home of "The R Inferno" and "A Guide for the Unwilling S User")
mauede at alice.it wrote:
Thank you. Unluckily what makes the problem only apparenttly simple (for me) is that we have not differentiable functions and the parameter space is not continuous ... which reduces dramatically the number of choices. I would be grateful to chat with anyone who has tackled a similar problem. Maura -----Messaggio originale----- Da: David Winsemius [mailto:dwinsemius at comcast.net] Inviato: dom 26/04/2009 6.55 A: mauede at alice.it Cc: r-help at stat.math.ethz.ch Oggetto: Re: [R] constrained optimization http://search.r-project.org/cgi-bin/namazu.cgi?query=%22constrained+optimization%22&max=100&result=normal&sort=score&idxname=functions&idxname=Rhelp08 And that is only the help messages from the last two years.' On Apr 26, 2009, at 12:00 AM, <mauede at alice.it> wrote:
Is there any R package addressing problems of constrained optimization ? I have the following "apparently" simple problem: Given a set V with fixed cardinality: nv Given a set S whose cardinality is a parameter: nHat Let the cardinality of the intersection S.and.V be: nHatv The problem consists of maximizing nHatv/nv subject to a penalty if nHat > nHatv It is allowed and even desirable to make set S contain set V Thank you so much tutti i telefonini TIM! [[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list 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.
David Winsemius, MD Heritage Laboratories West Hartford, CT tutti i telefonini TIM! [[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list 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.