Re: [R] non-linear integer optimization?

darckeen darckeen at hotmail.com writes: Are there any packages that do non-linear integer otimization? Looked at lpSolve but i'm pretty sure it only works with linear programming and not non-linear, tried L-BFGS-B optim after flooring all my params, works somewhat but seems really

Re: [R] non-linear integer optimization?

This is an example of the type of problem, and how i'm currently using optim() to solve it. mydata - runif(500,-1,1) myfunc - function(p,d) { print(p - floor(p)) ws - function(i,n,x) sum(x[i-n+1]:x[i]) ws1 - c(rep(NA,p[1]-1),sapply(p[1]:NROW(d),ws,p[1],d)) ws2 -

Re: [R] non-linear integer optimization?

darckeen darckeen at hotmail.com writes: This is an example of the type of problem, and how i'm currently using optim() to solve it. I would classify this as an integer programming (IP) problem, it is not even non-linear, as there are no continuous variables. Your approach with optim() will

[R] non-linear integer optimization?

Are there any packages that do non-linear integer otimization? Looked at lpSolve but i'm pretty sure it only works with linear programming and not non-linear, tried L-BFGS-B optim after flooring all my params, works somewhat but seems really inefficient. Anything else I should look at? -- View