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Optimization with nonlinear constraints

2 messages · Andreas Klein, Paul Smith

#
Hello.

I have some further problems with modelling an
optimization problem in R:

How can I model some optimization problem in R with a
linear objective function with subject to some
nonlinear constraints?
I would like to use "optim" or "constrOptim", maybe
with respect to methods like "Simulated Annealing" or
"Sequential Quadric Programming" or something else,
which can solve the problem. But I have no idea how to
code in R!

Example:
min (x1 + x2 + x3)
s.t.
p * (a*x1 + b*x2 + c*x3)^(-3) + (1-p) * (d*x1 + e*x2 +
f*x3)^(-3) >= g

with a,b,c,d,e,f,g,p constant > 0 and x1,x2,x3 > 0
also: a,b,c > d,e,f


I hope you can help me with some code for the above
problem so I can transfer it to my "real" problem. You
can also put some real numbers for the above problem.
I only wanted to abstract the problem with some
general constant.


Regards,
Andreas Klein.


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#
On Wed, Mar 26, 2008 at 1:17 PM, Andreas Klein <klein82517 at yahoo.de> wrote:
I think that your optimization problem, Andreas, has no solution, but
please correct me if I am wrong. In fact, when x1, x2 and x3 tend
simultaneously to zero, the constrain is satisfied; the minimum would
then be x1 = x2 = x3 = 0, but by your assumption, x1,x2,x3 > 0. Thus,
the search for the minimum would be endless; no minimum exists.

Paul