Re: [R] Optimization inconsistencies

2012-05-18 Thread Hans W Borchers
peter dalgaard pdalgd at gmail.com writes: On May 18, 2012, at 00:14 , Nathan Stephens wrote: I have a very simple maximization problem where I'm solving for the vector x: objective function: w'x = value to maximize box constraints (for all elements of w): low x high

Re: [R] Optimization inconsistencies

2012-05-18 Thread Marc Girondot
Le 18/05/12 00:14, Nathan Stephens a écrit : I have a very simple maximization problem where I'm solving for the vector x: objective function: w'x = value to maximize box constraints (for all elements of w): low x high equality constraint: sum(x) = 1 But I get inconsistent results

Re: [R] Optimization inconsistencies

2012-05-18 Thread peter dalgaard
On May 18, 2012, at 09:10 , Hans W Borchers wrote: peter dalgaard pdalgd at gmail.com writes: On May 18, 2012, at 00:14 , Nathan Stephens wrote: I have a very simple maximization problem where I'm solving for the vector x: objective function: w'x = value to maximize box

Re: [R] Optimization inconsistencies

2012-05-18 Thread Hans W Borchers
Marc Girondot marc_grt at yahoo.fr writes: Le 18/05/12 00:14, Nathan Stephens a écrit : I have a very simple maximization problem where I'm solving for the vector But I get inconsistent results depending on what starting values I. I've tried various packages but none seem to bee the very

Re: [R] Optimization inconsistencies

2012-05-18 Thread Petr Savicky
On Thu, May 17, 2012 at 06:14:37PM -0400, Nathan Stephens wrote: I have a very simple maximization problem where I'm solving for the vector x: objective function: w'x = value to maximize box constraints (for all elements of w): low x high equality constraint: sum(x) = 1 Hi. As

[R] Optimization inconsistencies

2012-05-17 Thread Nathan Stephens
I have a very simple maximization problem where I'm solving for the vector x: objective function: w'x = value to maximize box constraints (for all elements of w): low x high equality constraint: sum(x) = 1 But I get inconsistent results depending on what starting values I. I've tried various

Re: [R] Optimization inconsistencies

2012-05-17 Thread peter dalgaard
On May 18, 2012, at 00:14 , Nathan Stephens wrote: I have a very simple maximization problem where I'm solving for the vector x: objective function: w'x = value to maximize box constraints (for all elements of w): low x high equality constraint: sum(x) = 1 But I get