[R] constraint optimization: solving large scale general nonlinear problems

Florin Maican florin.maican at handels.gu.se
Fri Mar 27 18:58:26 CET 2009


I need advice regarding constraint optimization with large number of

I need to solve the following problem

   max      f(x1,...,xn)

I am using Rdonlp2  package which works well until 40 variables in my
case. I need to solve this problem with over 300 variables. In this case
Rdonlp2 is very  very slowly. I know that in Matlab exists  Knitro
(http://www.ziena.com/knitro.htm.) for large optimization problems.

It will be great if you can suggest me some alternatives solutions.

Thanks in advance,

         Florin G. Maican            

Ph.D. candidate,                    
Department of Economics,
School of Business, Economics and Law,             
Gothenburg University, Sweden       
    P.O. Box 640 SE-405 30,         
    Gothenburg, Sweden              

 Mobil:  +46 76 235 3039             
 Phone:  +46 31 786 4866             
 Fax:    +46 31 786 4154              
 Home Page: http://maicanfg.googlepages.com/index.html
 E-mail: florin.maican at handels.gu.se 
 "Not everything that counts can be 
 counted, and not everything that can be 
 counted counts."
                         --- Einstein ---

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