Leonardo Monasterio leonardo.monasterio at gmail.com writes:
Dear R users,
In the function bellow I want to find the maximum value of v,
subject to the constrain that the sum of x is equal to 1.
I want to maximize:
v-t(x)%*%distance%*%x
Subject to:
sum(x)=1
I do not see why you
Dear R users,
I want to find the maximum value of v, subject to the constrain that
the sum of x is equal to 1.
So, I want to maximize:
v-t(x)%*%distance%*%x
Subject to:
sum(x)=1
Where:
x is a vector n X 1
distance is a matrix n*n and it is given.
(In practive, the number of n can go up to
?constrOptim
--
View this message in context:
http://r.789695.n4.nabble.com/constrained-optimization-which-package-tp2717677p2717719.html
Sent from the R help mailing list archive at Nabble.com.
__
R-help@r-project.org mailing list
Dear R users,
In the function bellow I want to find the maximum value of v,
subject to the constrain that the sum of x is equal to 1.
I want to maximize:
v-t(x)%*%distance%*%x
Subject to:
sum(x)=1
Where:
x is a vector n X 1
distance is a matrix n*n and it is given.
(In practice, the number of
-project.org
Subject: Re: [R] constrained optimization -which package?
?constrOptim
--
View this message in context:
http://r.789695.n4.nabble.com/constrained-optimization-which-package-tp27176
77p2717719.html
Sent from the R help mailing list archive at Nabble.com
constrOptim() can do linear and quadratic programming problems! See the
following example from the help document.
## Solves linear and quadratic programming problems
## but needs a feasible starting value
#
# from example(solve.QP) in 'quadprog'
# no derivative
) 502-2619
email: rvarad...@jhmi.edu
- Original Message -
From: Peng, C cpeng@gmail.com
Date: Tuesday, September 28, 2010 7:58 pm
Subject: Re: [R] constrained optimization -which package?
To: r-help@r-project.org
constrOptim() can do linear and quadratic programming problems! See
On Tue, Sep 28, 2010 at 9:47 PM, Leonardo Monasterio
leonardo.monaste...@gmail.com wrote:
In the function bellow I want to find the maximum value of v,
subject to the constrain that the sum of x is equal to 1.
I want to maximize:
v-t(x)%*%distance%*%x
Subject to:
sum(x)=1
Where:
x is a
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