Hello,
Can anyone plz help with the below problem?
Thanks,Aveek
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On Wed, Dec 12, 2018 at 12:14 PM, aveek<[email protected]> wrote:
Hello Eric,
Thanks for your response and suggestions.
I have used dput() on the R objects - sharing below so that it is possible for
anyone to recreate the situation.
I have still kept it as a 9*9 matrix but for simplicity we now only have 2
equality and 2 non equality constraints.
Thanks again for your help.
InputTM
structure(c(0.813231189406663, 0.0199464964676128, 0.00100552815128915,
0.000465771436428336, 0.000736922016196076, 0.00203037431732662,
0.000596998285890709, 0.0011699714577823, 0, 0.103116692172408,
0.751775368068589, 0.0160957427707042, 0.00285542569941823, 0.0020295541916448,
0.00954562743564027, 0.00173399818906894, 0.00292299139663608,
0, 0.0481959576543631, 0.177032393868544, 0.811609524051149,
0.146703962329218, 0.0698423269415636, 0.168241524872922, 0.0505757280338206,
0.0324917017565673, 0, 0.026504623193874, 0.038430496838613,
0.134709744786799, 0.758322716164413, 0.176013939161559, 0.234265359508999,
0.108188555487004, 0.0476663548325017, 0, 0.00520614395937929,
0.00868690292550468, 0.0223895752360805, 0.0581458712447338,
0.681496895121054, 0.0733970775224908, 0.0508491985259732, 0.0268876385360338,
0, 0.000749001395622802, 0.00181690494827145, 0.00317194515883476,
0.00705434604769267, 0.0211989316284324, 0.464732208379131, 0.0165146818291576,
0.00721872506710652, 0, 0.000960493069403903, 0.00138444384054219,
0.00703528202498607, 0.0163983255053438, 0.0301780379843763,
0.0280699612529658, 0.491157627745315, 0.0235353949469527, 0,
0.00112628575287418, 0.000477300396419488, 0.00223238360574478,
0.00521558462566306, 0.00925149338117537, 0.00878272484051914,
0.163654071683595, 0.611806567272906, 0, 0.000909613395411595,
0.000449692645903539, 0.00175027421441265, 0.00483799694708872,
0.00925189957399783, 0.0109351418700064, 0.116729140220175, 0.246300654733514,
1), .Dim = c(9L, 9L))
Constr_new
structure(c(1, 0, -1, 1, 0, -1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0), .Dim = c(2L,
81L), .Dimnames = list(NULL, c("X11", "X12", "X13", "X14", "X15",
"X16", "X17", "X18", "X19", "X21", "X22", "X23", "X24", "X25",
"X26", "X27", "X28", "X29", "X31", "X32", "X33", "X34", "X35",
"X36", "X37", "X38", "X39", "X41", "X42", "X43", "X44", "X45",
"X46", "X47", "X48", "X49", "X51", "X52", "X53", "X54", "X55",
"X56", "X57", "X58", "X59", "X61", "X62", "X63", "X64", "X65",
"X66", "X67", "X68", "X69", "X71", "X72", "X73", "X74", "X75",
"X76", "X77", "X78", "X79", "X81", "X82", "X83", "X84", "X85",
"X86", "X87", "X88", "X89", "X91", "X92", "X93", "X94", "X95",
"X96", "X97", "X98", "X99")))
x_than0
c(1e-04, 1e-04)
aeq2
structure(list(X1 = c(1, 0), X2 = c(1, 0), X3 = c(1, 0), X4 = c(1,
0), X5 = c(1, 0), X6 = c(1, 0), X7 = c(1, 0), X8 = c(1, 0), X9 = c(1,
0), X10 = c(0, 1), X11 = c(0, 1), X12 = c(0, 1), X13 = c(0, 1
), X14 = c(0, 1), X15 = c(0, 1), X16 = c(0, 1), X17 = c(0, 1),
X18 = c(0, 1), X19 = c(0, 0), X20 = c(0, 0), X21 = c(0, 0
), X22 = c(0, 0), X23 = c(0, 0), X24 = c(0, 0), X25 = c(0,
0), X26 = c(0, 0), X27 = c(0, 0), X28 = c(0, 0), X29 = c(0,
0), X30 = c(0, 0), X31 = c(0, 0), X32 = c(0, 0), X33 = c(0,
0), X34 = c(0, 0), X35 = c(0, 0), X36 = c(0, 0), X37 = c(0,
0), X38 = c(0, 0), X39 = c(0, 0), X40 = c(0, 0), X41 = c(0,
0), X42 = c(0, 0), X43 = c(0, 0), X44 = c(0, 0), X45 = c(0,
0), X46 = c(0, 0), X47 = c(0, 0), X48 = c(0, 0), X49 = c(0,
0), X50 = c(0, 0), X51 = c(0, 0), X52 = c(0, 0), X53 = c(0,
0), X54 = c(0, 0), X55 = c(0, 0), X56 = c(0, 0), X57 = c(0,
0), X58 = c(0, 0), X59 = c(0, 0), X60 = c(0, 0), X61 = c(0,
0), X62 = c(0, 0), X63 = c(0, 0), X64 = c(0, 0), X65 = c(0,
0), X66 = c(0, 0), X67 = c(0, 0), X68 = c(0, 0), X69 = c(0,
0), X70 = c(0, 0), X71 = c(0, 0), X72 = c(0, 0), X73 = c(0,
0), X74 = c(0, 0), X75 = c(0, 0), X76 = c(0, 0), X77 = c(0,
0), X78 = c(0, 0), X79 = c(0, 0), X80 = c(0, 0), X81 = c(0,
0)), .Names = c("X1", "X2", "X3", "X4", "X5", "X6", "X7",
"X8", "X9", "X10", "X11", "X12", "X13", "X14", "X15", "X16",
"X17", "X18", "X19", "X20", "X21", "X22", "X23", "X24", "X25",
"X26", "X27", "X28", "X29", "X30", "X31", "X32", "X33", "X34",
"X35", "X36", "X37", "X38", "X39", "X40", "X41", "X42", "X43",
"X44", "X45", "X46", "X47", "X48", "X49", "X50", "X51", "X52",
"X53", "X54", "X55", "X56", "X57", "X58", "X59", "X60", "X61",
"X62", "X63", "X64", "X65", "X66", "X67", "X68", "X69", "X70",
"X71", "X72", "X73", "X74", "X75", "X76", "X77", "X78", "X79",
"X80", "X81"), row.names = 1:2, class = "data.frame")
beq2
c(1, 1)
Regards,
Aveek
Sent from Yahoo Mail on Android
On Tue, Dec 11, 2018 at 6:25 PM, Eric Berger<[email protected]> wrote:
Hi Aveek,1. This is an "all-text" mailing list. Your attachment did not come
through. You can check out the posting guide (see the link at the bottom of
your email) and/or use dput(...) on your structures and paste them
into your email so that members of the list can try to reproduce the problem.2.
One way to check out whether you are using a package correctly is to try a tiny
example that you can calculate by hand, and see if you can reproduce the
solution via the package. e.g. instead of a 9x9 matrix (hence 81 dimensional
problem in your case), try a 2x2 matrix with maybe just one or two constraints.
HTH,Eric
On Tue, Dec 11, 2018 at 1:18 PM aveek via R-help <[email protected]> wrote:
Hi All,
I am facing an issue with an optimization problem which I am trying to solve
using NlcOptim package in R. I have tried reaching out to the package
maintainer but not received any response, hence posting this here.
Below is the code snippet I am using:
#Optimization
obj_F <- function(vect_mat){
return (sum((c(InputTM) - vect_mat)^2))
}
numel = nrow(InputTM)*ncol(InputTM)
opt_vect = solnl(X=c(InputTM), objfun=obj_F, A=-constr_new, B=-x_than0,
Aeq=as.matrix(aeq2), Beq=beq2, lb=c(rep(0,numel)),ub=c(rep(1,numel)),tolX = 0)
I am attaching in the email the data being used as function arguments.
Input_TM is a 9*9 matrix
Constr_new is a 120*81 matrix
x_than0 is a 120*1 matrix
aeq2 is a 17*81 matrix
beq2 is a 17*1 matrix
Below is the error I am getting :
R> opt_vect = solnl(X=c(InputTM), objfun=obj_F, A=-constr_new, B=-x_than0,
Aeq=as.matrix(aeq2), Beq=beq2, lb=c(rep(0,numel)),ub=c(rep(1,numel)),tolX = 0)
Error in as.matrix(A %*% Xtarget) - matrix(B, ncol = 1) :
non-conformable arrays
Calls: solnl -> rbind -> rbind
In addition: Warning message:
In rbind(rbind(lbright, ubright), B) :
number of columns of result is not a multiple of vector length (arg 2)
Calls: solnl -> rbind
Enter a frame number, or 0 to exit
1: solnl(X = c(InputTM), objfun = obj_F, A = -constr_new, B = -x_than0, Aeq =
as.matrix(aeq2), Beq = beq2, lb =
2: rbind(rbind(rbind(Aeq %*% Xtarget - Beq, as.matrix(nceq)), as.matrix(A %*%
Xtarget) - matrix(B, ncol = 1)), a
3: rbind(rbind(Aeq %*% Xtarget - Beq, as.matrix(nceq)), as.matrix(A %*%
Xtarget) - matrix(B, ncol = 1))
Can you kindly help with this? I am mostly sure that the constraint matrices
have been correctly formulated. Am I going wrong with the way I am specifying
the arguments?
Thanks a lot for any help any of you can offer.
Thanks and Regards,
Aveek Mukhopadhyay
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