[R] Non Linear Solver - Optim in R

[Narendra Modi]

Ooops. I can change that real quick.

Any help on the problem itself Ranjan?

Thanks!

On Fri, Jun 17, 2016 at 9:22 AM, Ranjan Maitra <
maitra.mbox.ignored at inbox.com> wrote:

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>
> Ranjan
>
>
> On Fri, 17 Jun 2016 08:51:59 -0500 Narendra Modi <bjpmodi2016 at gmail.com>
> wrote:
>
> > Hello,
> > Resending this message in "Plain-text".
> >
> > Thank you for the add to the list.
> >
> > I have written a R snippet to solve a non-linear problem using Optim
> solver.
> >
> > The parameters to be solved are supposed to be in a matrix form as
> attached
> >
> > such that summation of columns is <=1 except for the first column. ie,
> > P1.F1j + P2.F1j <=1 ,  P1.F2j + P2.F2j <=1 ,  P1.F3j + P2.F3j <=1 and so
> > on..
> >
> > Since OPTIM solver considers "pars" only as vector, I defined the vector
> as
> >
> > my.data.var <- vector("numeric",length = 12)
> >
> > and in the OPTIM solver, I passed it as
> >
> > optim(my.data.var, Error.func, method="L-BFGS-B",
> > upper=c(Inf,1,1,1,1,1,Inf,1,1,1,1,1))
> >
> > Then in the error function, I stacked the vector into a matrix as :
> >
> > my.data.var.mat <- matrix(my.data.var,nrow = 2, ncol = 6,byrow = TRUE)
> >
> > So, my first question is how do I define the constraints for each column
> > except the first one in the OPTIM solver? As you can see, with the UPPER
> > limit in the OPTIM solver, I can fix the upper bound, but there is no way
> > for me set the summation constraint to <=1.
> >
> > Do I need a different solver for this scenario which allows me to use
> > Matrix elements as parameters?
> >
> > Thanks!
>
>
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