[R] Non linear programming optimization (which package to use?)

Erwin Kalvelagen erwin at amsterdamoptimization.com
Thu Nov 12 08:15:14 CET 2009


Jerome Chong <jeromechong <at> gmail.com> writes:

> 
> Hello,
> 
> 1) Is there any nonlinear programming optmizer that I can user for the
> following problem?
> 
> Obj function: (max) revenue = price * volume
> Constraints: price and volume pair must be from the following variable data 
set:
> 
> Variable data set:
> # price volume
> 1 10 500
> 2 20 450
> 3 30 330
> 4 40 250
> 5 50 190
> 
> Expected result: 10,000 (variable row#4)
> 
> 2) Could it also be possible for the suggested non-linear programming
> optimizer to accept formula (done with regression) and use it for
> optimization purpose? If so, how?
> Example:
> Fitted to: revenue = -700price^2 + 5200price + 780
> Subject to: price range between 10 to 50
> 
> Thanks,
> Jerome
> 
> 


You are confused. That is not an nonlinear programming problem. You can just 
run through the data set and pick the largest product.

Erwin

----------------------------------------------------------------
Erwin Kalvelagen
Amsterdam Optimization Modeling Group
erwin at amsterdamoptimization.com
http://amsterdamoptimization.com



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