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Ranjan On Fri, 17 Jun 2016 08:51:59 -0500 Narendra Modi <bjpmodi2...@gmail.com> wrote: > 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! -- Important Notice: This mailbox is ignored: e-mails are set to be deleted on receipt. Please respond to the mailing list if appropriate. For those needing to send personal or professional e-mail, please use appropriate addresses. ____________________________________________________________ FREE ONLINE PHOTOSHARING - Share your photos online with your friends and family! Visit http://www.inbox.com/photosharing to find out more! ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.