[R] CRAN package NlcOptim query

Mon Jan 14 09:31:14 CET 2019

Hello,
Can anyone plz help with the below problem? 
Thanks,Aveek

Sent from Yahoo Mail on Android 

  On Wed, Dec 12, 2018 at 12:14 PM, aveek<aveekm using yahoo.co.in> wrote:   
Hello Eric,

Thanks for your response and suggestions. 

I have used dput() on the R objects - sharing below so that it is possible for anyone to recreate the situation.

I have still kept it as a 9*9 matrix but for simplicity we now only have 2 equality and 2 non equality constraints.

Thanks again for your help.

InputTM

structure(c(0.813231189406663, 0.0199464964676128, 0.00100552815128915,

0.000465771436428336, 0.000736922016196076, 0.00203037431732662,

0.000596998285890709, 0.0011699714577823, 0, 0.103116692172408,

0.751775368068589, 0.0160957427707042, 0.00285542569941823, 0.0020295541916448,

0.00954562743564027, 0.00173399818906894, 0.00292299139663608,

0, 0.0481959576543631, 0.177032393868544, 0.811609524051149,

0.146703962329218, 0.0698423269415636, 0.168241524872922, 0.0505757280338206,

0.0324917017565673, 0, 0.026504623193874, 0.038430496838613,

0.134709744786799, 0.758322716164413, 0.176013939161559, 0.234265359508999,

0.108188555487004, 0.0476663548325017, 0, 0.00520614395937929,

0.00868690292550468, 0.0223895752360805, 0.0581458712447338,

0.681496895121054, 0.0733970775224908, 0.0508491985259732, 0.0268876385360338,

0, 0.000749001395622802, 0.00181690494827145, 0.00317194515883476,

0.00705434604769267, 0.0211989316284324, 0.464732208379131, 0.0165146818291576,

0.00721872506710652, 0, 0.000960493069403903, 0.00138444384054219,

0.00703528202498607, 0.0163983255053438, 0.0301780379843763,

0.0280699612529658, 0.491157627745315, 0.0235353949469527, 0,

0.00112628575287418, 0.000477300396419488, 0.00223238360574478,

0.00521558462566306, 0.00925149338117537, 0.00878272484051914,

0.163654071683595, 0.611806567272906, 0, 0.000909613395411595,

0.000449692645903539, 0.00175027421441265, 0.00483799694708872,

0.00925189957399783, 0.0109351418700064, 0.116729140220175, 0.246300654733514,

1), .Dim = c(9L, 9L))

Constr_new

structure(c(1, 0, -1, 1, 0, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,

0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,

0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,

0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,

0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,

0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,

0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,

0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0), .Dim = c(2L,

81L), .Dimnames = list(NULL, c("X11", "X12", "X13", "X14", "X15",

"X16", "X17", "X18", "X19", "X21", "X22", "X23", "X24", "X25",

"X26", "X27", "X28", "X29", "X31", "X32", "X33", "X34", "X35",

"X36", "X37", "X38", "X39", "X41", "X42", "X43", "X44", "X45",

"X46", "X47", "X48", "X49", "X51", "X52", "X53", "X54", "X55",

"X56", "X57", "X58", "X59", "X61", "X62", "X63", "X64", "X65",

"X66", "X67", "X68", "X69", "X71", "X72", "X73", "X74", "X75",

"X76", "X77", "X78", "X79", "X81", "X82", "X83", "X84", "X85",

"X86", "X87", "X88", "X89", "X91", "X92", "X93", "X94", "X95",

"X96", "X97", "X98", "X99")))

x_than0

c(1e-04, 1e-04)

aeq2

structure(list(X1 = c(1, 0), X2 = c(1, 0), X3 = c(1, 0), X4 = c(1,

0), X5 = c(1, 0), X6 = c(1, 0), X7 = c(1, 0), X8 = c(1, 0), X9 = c(1,

0), X10 = c(0, 1), X11 = c(0, 1), X12 = c(0, 1), X13 = c(0, 1

), X14 = c(0, 1), X15 = c(0, 1), X16 = c(0, 1), X17 = c(0, 1),

    X18 = c(0, 1), X19 = c(0, 0), X20 = c(0, 0), X21 = c(0, 0

    ), X22 = c(0, 0), X23 = c(0, 0), X24 = c(0, 0), X25 = c(0,

    0), X26 = c(0, 0), X27 = c(0, 0), X28 = c(0, 0), X29 = c(0,

    0), X30 = c(0, 0), X31 = c(0, 0), X32 = c(0, 0), X33 = c(0,

    0), X34 = c(0, 0), X35 = c(0, 0), X36 = c(0, 0), X37 = c(0,

    0), X38 = c(0, 0), X39 = c(0, 0), X40 = c(0, 0), X41 = c(0,

    0), X42 = c(0, 0), X43 = c(0, 0), X44 = c(0, 0), X45 = c(0,

    0), X46 = c(0, 0), X47 = c(0, 0), X48 = c(0, 0), X49 = c(0,

    0), X50 = c(0, 0), X51 = c(0, 0), X52 = c(0, 0), X53 = c(0,

    0), X54 = c(0, 0), X55 = c(0, 0), X56 = c(0, 0), X57 = c(0,

    0), X58 = c(0, 0), X59 = c(0, 0), X60 = c(0, 0), X61 = c(0,

    0), X62 = c(0, 0), X63 = c(0, 0), X64 = c(0, 0), X65 = c(0,

    0), X66 = c(0, 0), X67 = c(0, 0), X68 = c(0, 0), X69 = c(0,

    0), X70 = c(0, 0), X71 = c(0, 0), X72 = c(0, 0), X73 = c(0,

    0), X74 = c(0, 0), X75 = c(0, 0), X76 = c(0, 0), X77 = c(0,

    0), X78 = c(0, 0), X79 = c(0, 0), X80 = c(0, 0), X81 = c(0,

    0)), .Names = c("X1", "X2", "X3", "X4", "X5", "X6", "X7",

"X8", "X9", "X10", "X11", "X12", "X13", "X14", "X15", "X16",

"X17", "X18", "X19", "X20", "X21", "X22", "X23", "X24", "X25",

"X26", "X27", "X28", "X29", "X30", "X31", "X32", "X33", "X34",

"X35", "X36", "X37", "X38", "X39", "X40", "X41", "X42", "X43",

"X44", "X45", "X46", "X47", "X48", "X49", "X50", "X51", "X52",

"X53", "X54", "X55", "X56", "X57", "X58", "X59", "X60", "X61",

"X62", "X63", "X64", "X65", "X66", "X67", "X68", "X69", "X70",

"X71", "X72", "X73", "X74", "X75", "X76", "X77", "X78", "X79",

"X80", "X81"), row.names = 1:2, class = "data.frame")

beq2

c(1, 1)

Regards,

Aveek

Sent from Yahoo Mail on Android 

  On Tue, Dec 11, 2018 at 6:25 PM, Eric Berger<ericjberger using gmail.com> wrote:   Hi Aveek,1. This is an "all-text" mailing list. Your attachment did not come through.     You can check out the posting guide (see the link at the bottom of your email)      and/or       use dput(...) on your structures and paste them into your email so that members of the list can try to reproduce the problem.2. One way to check out whether you are using a package correctly is to try a tiny example that you can calculate by hand, and see if you can reproduce the solution via the package.    e.g. instead of a 9x9 matrix (hence 81 dimensional problem in your case), try a 2x2 matrix with maybe just one or two constraints. 
HTH,Eric
On Tue, Dec 11, 2018 at 1:18 PM aveek via R-help <r-help using r-project.org> wrote:

Hi All,
I am facing an issue with an optimization problem which I am trying to solve using NlcOptim package in R. I have tried reaching out to the package maintainer but not received any response, hence posting this here. 

Below is the code snippet I am using:

#Optimization

  obj_F <- function(vect_mat){

    return (sum((c(InputTM) - vect_mat)^2))

  }

  numel = nrow(InputTM)*ncol(InputTM)

  opt_vect = solnl(X=c(InputTM), objfun=obj_F, A=-constr_new, B=-x_than0, Aeq=as.matrix(aeq2), Beq=beq2, lb=c(rep(0,numel)),ub=c(rep(1,numel)),tolX = 0)

I am attaching in the email the data being used as function arguments.

Input_TM is a 9*9 matrix

Constr_new is a 120*81 matrix

x_than0 is a 120*1 matrix

aeq2 is a 17*81 matrix

beq2 is a 17*1 matrix

Below is the error I am getting :

R>   opt_vect = solnl(X=c(InputTM), objfun=obj_F, A=-constr_new, B=-x_than0, Aeq=as.matrix(aeq2), Beq=beq2, lb=c(rep(0,numel)),ub=c(rep(1,numel)),tolX = 0)

Error in as.matrix(A %*% Xtarget) - matrix(B, ncol = 1) :

  non-conformable arrays

Calls: solnl -> rbind -> rbind

In addition: Warning message:

In rbind(rbind(lbright, ubright), B) :

  number of columns of result is not a multiple of vector length (arg 2)

Calls: solnl -> rbind

Enter a frame number, or 0 to exit  

1: solnl(X = c(InputTM), objfun = obj_F, A = -constr_new, B = -x_than0, Aeq = as.matrix(aeq2), Beq = beq2, lb =

2: rbind(rbind(rbind(Aeq %*% Xtarget - Beq, as.matrix(nceq)), as.matrix(A %*% Xtarget) - matrix(B, ncol = 1)), a

3: rbind(rbind(Aeq %*% Xtarget - Beq, as.matrix(nceq)), as.matrix(A %*% Xtarget) - matrix(B, ncol = 1))

Can you kindly help with this? I am mostly sure that the constraint matrices have been correctly formulated. Am I going wrong with the way I am specifying the arguments?

Thanks a lot for any help any of you can offer.

Thanks and Regards,

Aveek Mukhopadhyay

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