[R] Question about Constraint Optimization

[Hans W. Borchers]

Have a look at the following R-help entry in March:

    https://stat.ethz.ch/pipermail/r-help/2008-March/157249.html

with an example of how to use 'optim' with equality constraints. This will
also work with no gradient and 'method="SANN" '.

In my experience, solutions received with "SANN" were not too convincing. If
you look for 'evolutionary computing' approaches, Differential Evolution as
in 'DEoptim' -- though slower -- will give more accurate results in general. 

Hans Werner Borchers


HNie wrote:
> 
> Dear All,
> 
> I am having trouble in using R function "constrOptim" to do constraint 
> optimization. It seems that "constrOptim" calls function "optim" when it 
> does the optimization, and "optim" allows us to set "method" to be "SANN" 
> if we want to use simulated annealing. In "optim", the function allows us 
> to set gradient to be NULL when we treat "method" as "SANN". But in 
> "constrOptim", the function does not allow us to set gradient as "SANN" if 
> we set "method" to be "SANN". I am just curious about it.
> 
> I just wonder whether I am able to apply simulated annealing in to 
> constraint optimization function "constrOptim". Could someone help?
> 
> Thanks very much!
> 
> Sincerely,
> Hui 
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
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> PLEASE do read the posting guide
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> and provide commented, minimal, self-contained, reproducible code.
> 
> 


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Hans W. Borchers
ABB Corporate Research Germany
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