AD == Alexis Diamond [EMAIL PROTECTED] writes:
AD I have a follow-up from Jens's question and Professor Ripley's
AD response.
AD Jens wants to do quadratic optimization with 2 constraints:
# I need two constraints:
# 1. each element in par needs to be between 0 and 1
Alexis,
WIKI:
You create the box constraints with two inequality constraints for
each element.Suppose that you have five elements, and your upper
bound is .33, and your lower bound is 0. Then quadprog would require
constraints as:
A[1,]=(1,0,0,0,0)b=(0)
Hainmueller
Cc: r-help@stat.math.ethz.ch
Betreff: Re: [R] Optim with two constraints
This is actually quadratic programming, so why do you want to
use optim()?
There are packages specifically for QP, e.g. quadprog.
A more general approach is to eliminate one variable, which
gives you
This is actually quadratic programming, so why do you want to use optim()?
There are packages specifically for QP, e.g. quadprog.
A more general approach is to eliminate one variable, which gives you an
inequality constrained problem in n-1 variables to which you could apply
contrOptim().
Hi R-list,
I am new to optimization in R and would appreciate help on the following
question. I would like to minimize the following function using two
constraints:
##
fn - function(par,H,F){
fval - 0.5 * t(par) %*% H %*% par + F%*% par
fval
}
# matrix H is (n by k)
