Jerome Chong <jeromechong <at> gmail.com> writes: > > Hello, > > 1) Is there any nonlinear programming optmizer that I can user for the > following problem? > > Obj function: (max) revenue = price * volume > Constraints: price and volume pair must be from the following variable data set: > > Variable data set: > # price volume > 1 10 500 > 2 20 450 > 3 30 330 > 4 40 250 > 5 50 190 > > Expected result: 10,000 (variable row#4) > > 2) Could it also be possible for the suggested non-linear programming > optimizer to accept formula (done with regression) and use it for > optimization purpose? If so, how? > Example: > Fitted to: revenue = -700price^2 + 5200price + 780 > Subject to: price range between 10 to 50 > > Thanks, > Jerome > >
You are confused. That is not an nonlinear programming problem. You can just run through the data set and pick the largest product. Erwin ---------------------------------------------------------------- Erwin Kalvelagen Amsterdam Optimization Modeling Group [email protected] http://amsterdamoptimization.com ______________________________________________ [email protected] mailing list 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.
