nonlinear-optimization Questions
6
I wonder if anyone is able to suggest some packages to solve a non-linear optimisation problem which can provide integer variables for an optimum solution? The problem is to minimise a function wit...
Ulises asked 5/4, 2020 at 18:41
1
Is it possible to specify more than one equality constraint in nloptr function in R? The code that I am trying to run is the following:
eval_f <- function( x ) {
return( list( "objective" = x[...
Taitaichung asked 15/7, 2015 at 13:19
2
Solved
Is there a way to define multiple "inequality constraints" in nloptr package in R?
The inequality function needs to have five inequality constraints; colsum of a matrix (stacked from a in...
Ushas asked 21/6, 2016 at 18:15
1
Solved
I'm going through the Ceres Solver tutorial.
Powell's Function
Powell's function maps from R^4 -> R^4, so it seems intuitive to define one residual block that takes in a 4-element array x and ...
Dalury asked 27/10, 2019 at 4:14
1
Solved
I'm trying to optimise an exponential objective function with GEKKO, but I don't know if the selected solver is the best one for these kind of problems.
Is the selected one a valid choice??
impo...
Weidner asked 20/8, 2019 at 13:27
1
I am developing a finite element software that minimizes the energy of a mechanical structure. Using octave and its optim package, I run into a strange issue: The lm_feasible algorithm doesn't calc...
Fulcrum asked 11/7, 2019 at 9:10
1
Consider the function fn() which stores the most recent input x and its return value ret <- x^2 in the parent environment.
makeFn <- function(){
xx <- ret <- NA
fn <- function(x)...
Meek asked 18/12, 2018 at 4:45
1
Solved
I'm using gnls function of nlme package to fit a curve. When I try to know what optimizer it was using, I was directed to nlminb function documentation and it states:
Unconstrained and box...
Altruist asked 20/3, 2018 at 3:19
3
Solved
Are there any libraries for sequential non-linear optimization with upper and lower bounds, as well as inequality constraints, that are written in or easily callable from Haskell?
Travertine asked 12/7, 2012 at 18:51
2
Solved
I am solving this system of equations with tensorflow:
f1 = y - x*x = 0
f2 = x - (y - 2)*(y - 2) + 1.1 = 0
If I choose bad starting point (x,y)=(-1.3,2), then I get into local minima optimisin...
Lichenology asked 29/5, 2018 at 1:54
1
Solved
I'm trying to use the PATH solver (http://pages.cs.wisc.edu/~ferris/path.html) together with Pyomo on Mac OS X (10.11, Intel). I'm using the most recent Anaconda install with Python 3.5.
Pyomo can...
Evenhanded asked 23/4, 2016 at 10:56
0
I want to solve an optimization problem in R; The dummy data for the same is given below.
# Input Data
DTM <- sample(1:30,10,replace=T)
DIM <- rep(30,10)
Price <- 100 - seq(0.4,1,length.o...
Shoa asked 30/9, 2016 at 9:16
1
Solved
I'm solving a standard optimisation problem from Finance - portfolio optimisation. The vast majority of the time, NLopt is returning a sensible solution. However, on rare occasions, the SLSQP algor...
Bait asked 4/2, 2016 at 23:13
1
Solved
This answer to this question works only for situations in which the desired solution to the coupled functions is not restricted to a certain range.
But what if, for example, we wanted a solution s...
Heeheebiejeebies asked 13/9, 2015 at 21:30
1
Solved
Trying to solve a simple non linear minimization problem with one variable.
from scipy.optimize import minimize
import math
alpha = 0.05
waiting = 50
mean_period = 50
neighborhood_size = 5
def m...
Hinshaw asked 12/8, 2014 at 16:59
3
Solved
I have done it in Excel but need to run a proper simulation in R.
I need to minimize function F(x) (x is a vector) while having constraints that sum(x)=1, all values in x are [0,1] and another fun...
Psychrometer asked 6/2, 2014 at 18:30
1
Update with reproducible examples to illustrate my problem
My original question was "Implementation of trust-region-reflective optimization algorithm in R". However, on the way of producing a repr...
Sanctimonious asked 4/2, 2013 at 13:0
1
Solved
I have a programming formulation from a paper and want to give it a tool for solving specific problems. The authors stated it as an linear programming (LP) instance, however I am not sure.
Formulat...
Botryoidal asked 10/3, 2014 at 11:33
1
Solved
My initial question can be found here:Optimization in R with arbitrary constraints
It led to another question how to pass arguments into nloptr.
I need to minimize a function F(x,y,A) where x and...
Schwenk asked 7/2, 2014 at 16:27
2
Solved
I am a little out of my depth in terms of the math involved in my problem, so I apologise for any incorrect nomenclature.
I was looking at using the scipy function leastsq, but am not sure if it i...
Bezique asked 23/8, 2011 at 17:37
0
I used to use Matlab to perform nonlinear fits using the nlinfit function.
This allowed me to create a fit for a vector of observed responses to two predictors.
Let's for arguments sake say Cu reco...
Appanage asked 26/9, 2013 at 12:39
1
Solved
So I've run into this weird error in R. I have a simple function which returns an error term when comparing real and simulated prices, called hestondifferences().
when I try to find the loca...
Smallpox asked 25/2, 2013 at 13:33
1
Solved
Update:
The original question is: Is there an R function using the same algorithm implemented in the "lsqnonlin" function in matlab? However, the answer is more related to searching a function in R...
Chiefly asked 4/12, 2012 at 12:50
1
Solved
I'm trying to test Eigen's NonLinear Optimization capabilities by running the testcode that comes with the package.
I'm stuck (more like baffled) with these errors :
Error 5 error C2039: 'please_...
Denishadenison asked 3/12, 2012 at 21:13
1
I am about to write an algorthim for real-time applications, which involves some high dimensional NLPs (nonlinear programmings).
before implentations, I need to timing my algorithim to see whether...
Gaza asked 10/11, 2012 at 1:21
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