I apologize since this answer is kind of off topic. If you look beyond the
boundary, TensorFlow and Theano have been very popular these days in the
deep learning field and they can be used to solve optimization problems.
They are being used to solve problems involving millions of parameters. And
I do thing ecosystem-wise they are better than using R packages.
On Fri, Aug 4, 2017 at 1:45 PM, Bromaghin, Jeffrey <jbromaghin at usgs.gov>
wrote:
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
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>
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
had over 5,700 parameters. I have been using Matlab and a optimization
library called Tomlab, which works quite well. However, I would like
incorporate this new method into an R package, but question whether the
optimizers available in R can handle a problem of this size
Does anyone have experience solving such large problems with any of the
optimizers available in R and, if so, what optimizer(s) would you
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