Hello, Resending this message in "Plain-text". Thank you for the add to the list.
I have written a R snippet to solve a non-linear problem using Optim solver. The parameters to be solved are supposed to be in a matrix form as attached such that summation of columns is <=1 except for the first column. ie, P1.F1j + P2.F1j <=1 , P1.F2j + P2.F2j <=1 , P1.F3j + P2.F3j <=1 and so on.. Since OPTIM solver considers "pars" only as vector, I defined the vector as my.data.var <- vector("numeric",length = 12) and in the OPTIM solver, I passed it as optim(my.data.var, Error.func, method="L-BFGS-B", upper=c(Inf,1,1,1,1,1,Inf,1,1,1,1,1)) Then in the error function, I stacked the vector into a matrix as : my.data.var.mat <- matrix(my.data.var,nrow = 2, ncol = 6,byrow = TRUE) So, my first question is how do I define the constraints for each column except the first one in the OPTIM solver? As you can see, with the UPPER limit in the OPTIM solver, I can fix the upper bound, but there is no way for me set the summation constraint to <=1. Do I need a different solver for this scenario which allows me to use Matrix elements as parameters? Thanks!
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