Make a function and add the constraints to the function eg. if (Ai1 > x ) Inf. By making the result Infinite, you have added the constraints manually.
Vu Nguyen-4 wrote: > > Hello R community, > > I am sorry for the previous accidental posting as I pressed a wrong key. > > I am using R for creating a model using optimization. I would like to ask > if there is R-function/package for solving the problem below: > > Minimize sum(abs(exp^(Ai1 x1 + Ai2 x2 + ... + Aim xm - bi) - 1)), for each > i = 1, ..., n. > subject to Ai1 x1 + Ai2 x2 + ... + Ajm xm - bi <= c, where c is a > scalar. > (x is a vector of variables, A is nxm matrix, b is a vector) > > I tried to use optim(), nlm(), and constrOptim, but they do not allow a > kind of the constraint in the problem above. > > Thanks for your help. > > Regards, > Vu > > > ----- Original Message ---- > From: Vu Nguyen <[EMAIL PROTECTED]> > To: r-help@stat.math.ethz.ch > Sent: Tuesday, July 31, 2007 3:50:52 PM > Subject: Nonlinear optimization with constraints > > > Hello R community, > > I am using R for creating a model using optimization. I would like to ask > if there is R-function/package for solving the problem below: > > Minimize sum(abs(exp^(Ai1 x1 + Ai2 x2 + ... + Aim xm - bi) - 1)), for each > i = 1, ..., n. > subject to Ai1 x1 + Ai2 x2 + ... + Ajm xm - bi <= c, where c is a > scalar. > (x is a vector of variables, A is nxm matrix, b is a vector) > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- View this message in context: http://www.nabble.com/Re%3A-Nonlinear-optimization-with-constraints-tf4197046.html#a11941309 Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.