[R] Quadratic Programming
Hi there, Is it basically possible to solve a non-convex quadratic programming with optimal solution by any way? What could be the way? How can be this problem dealt with? Could you guide me to some references please? I thank you very much for eny help. Tobi - Boardwalk for $500? In 2007? Ha! - [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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.
[R] Optimization question
Dear R users, Imagine please an optimization problem: minimize sum S1+S2 Subject to : y - x = a + S1 x - y = a + S2 and we want to add two more constraints: y - x = b - S3 x - y = b - S4 where a is a small constant value and b is a large constant value, S1 and S2 are surplus and S3 and S4 are slack variables. S3 and S4 have to be maximized, not minimized in objective function. But how to write this? Is this correct? : minimize sum S1+ S2 - S3 -S4 where actually we want to minimize S1 and S2; and maximize S3 and S4. If it is not correct, how to formulate this? what to do ? Thank you for any guide. Tobias - Pinpoint customers who are looking for what you sell. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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.
[R] Linear programming question
Hi everybody, consider please an optimization problem: minimize sum S1+S2 Subject to : y - x = A + S1 x - y = A + S2 and we want to add two more constraints: y - x = B - S3 x - y = B - S4 where A is a small constant value and B is a large constant value, S1 and S2 are surplus and S3 and S4 are slack variables. S3 and S4 have to be maximized in objective function. As objective function, is this correct? : minimize sum S1+ S2 - S3 -S4 where actually we want to minimize S1 and S2; and maximize S3 and S4. If it is not correct, what to do ? Thank you for any guide. Tobias - [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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.
[R] Implementing Support Vector Regression by ipop in kernlab
Dear R users, To implement the Support Vector Regression by a general QP, I'm using for example the function ipop in kernlab package. Let me please have some questions for my understanding. In the example for ipop function, the matrix A includes only variable y. However, in Support Vector Regression formulation, we have these constraints: y-f(x)+b=e f(x)+b-y=e How vector y does correspond to the matrix A in this formulation? How can we include the constant b of above constraints in ipop? In the first term of objective function (according to the kernlab package document), variable x should correspond to slack variables by means of SVR formulation. However, in the rest of the objective function (quadratic term) , variable x corresponds to w in SVR formulation. Therefore, as far as I understand x corresponds to two variables. Or what is my missing? I thank you so much for your guids. I'm not an expert in this area. Please help me to understand ipop. with the best regards, T. S. - Building a website is a piece of cake. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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.
[R] QP for solving Support Vector Regression
Dear R users, I'm trying to run the Support Vector Regression by a general quadratic programming function like ipop ( ) in kernlab or solve.QP ( ) in quadprog packages. Since they are general, their application in Support Vector Regression can lead to misunderstanding, particularly when constructing matrices. Even their examples are general and applied in Support Vector Classification. Could anybody please introduce an example code for regression case. Thank you so much for help. Tobi - Fussy? Opinionated? Impossible to please? Perfect. Join Yahoo!'s user panel and lay it on us. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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.
