[R] Nonlinear optimization with constraints

Bartjoosen bartjoosen at hotmail.com
Wed Aug 1 09:55:08 CEST 2007

```Make a function and add the constraints to the function eg. if (Ai1 > x )
Inf.
By making the result Infinite, you have added the constraints manually.

Vu Nguyen-4 wrote:
>
> Hello R community,
>
> I am sorry for the previous accidental posting as I pressed a wrong key.
>
> I am using R for creating a model using optimization.  I would like to ask
> if there is R-function/package for solving the problem below:
>
> Minimize sum(abs(exp^(Ai1 x1 + Ai2 x2 + ... + Aim xm - bi) - 1)), for each
> i = 1, ..., n.
> subject to   Ai1 x1 + Ai2 x2 + ... + Ajm xm - bi <= c,   where c is a
> scalar.
> (x is a vector of variables, A is nxm matrix, b is a vector)
>
> I tried to use optim(), nlm(), and constrOptim, but they do not allow a
> kind of the constraint in the problem above.
>
>
> Regards,
> Vu
>
>
> ----- Original Message ----
> From: Vu Nguyen <vuqn at yahoo.com>
> To: r-help at stat.math.ethz.ch
> Sent: Tuesday, July 31, 2007 3:50:52 PM
> Subject: Nonlinear optimization with constraints
>
>
> Hello R community,
>
> I am using R for creating a model using optimization.  I would like to ask
> if there is R-function/package for solving the problem below:
>
> Minimize sum(abs(exp^(Ai1 x1 + Ai2 x2 + ... + Aim xm - bi) - 1)), for each
> i = 1, ..., n.
> subject to   Ai1 x1 + Ai2 x2 + ... + Ajm xm - bi <= c,   where c is a
> scalar.
> (x is a vector of variables, A is nxm matrix, b is a vector)
> 	[[alternative HTML version deleted]]
>
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