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Hi I need advice regarding constraint optimization with large number of variables. I need to solve the following problem max f(x1,...,xn) x1,..xn x1=g1(x1,...,xn) . . xn=gn(x1,...,xn) I am using Rdonlp2 package which works...
You can do like this: 1. mydata[mydata$skill==1,] 2. mydata[mydata[,"skill"]==1,] /Forin On Thu, 26 Mar 2009 23:40:32 -0700 (PDT) minben <minbenh at gmail.com> wrote: > I am a new R-language user. I...
Hi I want to create the following functions in a loop f1<-function(x){x+1} f2<-function(x){x+2} f3<-function(x){x+3} Output f1(2)=3 f2(2)=4 f3(2)=5 I tried to create...
Ravi, You are right. I did not specified the type of problem: large problems with smooth functions and not large-scale discrete problems. I am sorry for confusion. For non-smooth functions, I can suggest subplex. http://cran.r-project...
Thanks Luke! It works! My mistake was that I used "local binding" only for "i" and not for the whole function. Best regards, Florin On Thu, 26 Mar 2009 10:57:21 -0500 (CDT) luke at stat.uiowa.edu wrote...
Ravi, I solve for the fixed-point x=g(x;b,Y). The variable Y is given - i can omitted here to not introduce confusion. max_{x,b} f(x,b) constr x=g(x;b) Let b1 the initial...
I tried many optimizers in R on my large scale optimization problems. I am not satisfied with their speed on large op problems. But you may try in this order nlminb ucminf ucminf package spq BB package optim Is here...
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