Optimizer Question
My apologies! The structure is close to linear, but there is a scaling so that modeled proportions sum to 1.0, so the problem is nonlinear. There are quite a few linear constraints as all parameters are non-negative and subsets of the parameters must sum to 1. Best regards, Jeff ----------------------------------------------- Jeffrey F. Bromaghin, PhD Research Statistician USGS Alaska Science Center Marine Ecosystems Office 4210 University Drive Anchorage, AK 99508 907-786-7086 jbromaghin at usgs.gov *http://alaska.usgs.gov/science/biology/quantitative_ecology/index.php <http://alaska.usgs.gov/science/biology/quantitative_ecology/index.php>* On Fri, Aug 4, 2017 at 12:35 PM, Roger Koenker <rkoenker at illinois.edu> wrote:
You don?t say anything about the nature of your problem domain beyond its size, but for convex problems Mosek is a good option, and there is an R interface called Rmosek that is quite convenient. url: www.econ.uiuc.edu/~roger Roger Koenker email rkoenker at uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Urbana, IL 61801
On Aug 4, 2017, at 3:21 PM, Bromaghin, Jeffrey <jbromaghin at usgs.gov>
wrote:
Dear r-sig-hpc members, I have developed a new method of interest to ecologists that involves solving a large optimization problem. One example I used in a recent
paper
had over 5,700 parameters. I have been using Matlab and a optimization library called Tomlab, which works quite well. However, I would like to incorporate this new method into an R package, but question whether the optimizers available in R can handle a problem of this size efficiently. Does anyone have experience solving such large problems with any of the optimizers available in R and, if so, what optimizer(s) would you
recommend
I try? Thank you, Jeff ----------------------------------------------- Jeffrey F. Bromaghin, PhD Research Statistician USGS Alaska Science Center Marine Ecosystems Office 4210 University Drive Anchorage, AK 99508 907-786-7086 jbromaghin at usgs.gov *http://alaska.usgs.gov/science/biology/quantitative_ecology/index.php <http://alaska.usgs.gov/science/biology/quantitative_ecology/index.php>* [[alternative HTML version deleted]]
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