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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!
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  • Ranjan Maitra at Jun 17, 2016 at 2:22 pm
    You need to send e-mail from a properly identifiable address (which has a correct name/e-mail address) and not a made-up scam address. You can easily be reported for impersonation!


    Ranjan




    On Fri, 17 Jun 2016 08:51:59 -0500 Narendra Modi 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!



    --
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  • Narendra Modi at Jun 17, 2016 at 2:40 pm
    Ooops. I can change that real quick.


    Any help on the problem itself Ranjan?


    Thanks!


    On Fri, Jun 17, 2016 at 9:22 AM, Ranjan Maitra wrote:

    You need to send e-mail from a properly identifiable address (which has a
    correct name/e-mail address) and not a made-up scam address. You can easily
    be reported for impersonation!

    Ranjan

    On Fri, 17 Jun 2016 08:51:59 -0500 Narendra Modi 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!

    ______________________________________________
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