[R] Rdonlp2 package question

[Richard Valliant]

Ravi & list,

Here is a simplified example of the type of problem I need to solve.
It's a constrained allocation problem of a finite population sample:

Decision vars: n[h] , h=1:H,   i.e an H-vector of stratum sample sizes
Objective: Min the sum over h=1:H of ( W[h]^2 * S[h]^2 / n[h] )  
        where W[h] = proportion of pop in stratum h
                   S[h] = pop standard deviation of some variable Y

Constraints: 
  a) sum over h of n[h] * c[h] <= (total budget); c[h] are costs
  b) all n[h] <= pop size in stratum h
  c) all n[h] >= some minimum sample size
  d) sum over a subset of strata of ( W[h]^2 * S[h]^2 / n[h] ) <= (some
bound)
        require d) for several subsets.

So, the Objective is in terms of 1/n[h] and the constraints are in
terms of both n[h] and 1/n[h].

Will BB do this?

Thanks
rv

Richard Valliant, Ph.D.
University of Maryland
Joint Program for Survey Methodology
1218 Lefrak Hall
College Park MD 20742
(301)-405-0932
FAX: (301) 314-7912


>>> Ravi Varadhan <rvaradhan at jhmi.edu> 9/3/2009 2:42:12 PM >>>
Hi Richard,

Others have written to me about the non-availability of the Rdonlp2
package on CRAN and on package author's website.  Some of these emails
had expressed the hardships that thay are experiencing because a lot of
their codes are dependent upon Rdonlp2.  They had also expressed their
frustration at the non-response of the package author. 

This is a really bad situation and highlights a (rectifiable) weaknesse
of an open-source enterprise such as R.     

Your situation brings up an important issue for the R core/community to
address.   My guess is that the non-availability of Rdonlp2 is due to
GPL licensing issues related to the DONLP2 code that is owned by Peter
Spellucci.  I am guessing that the Rdonlp2 package author did not obtain
clear permission and GPL licensing from Spellucci before releasing his
package.  This is very unfortunate. It should not be allowed to happen
in the future.  

When I created my BB package to solve high-dimensional optimization
problems, I wrote to Marcos Raydan and Ernesto Birgin and got their
"blessings" to base my package on their Fortran code, befroe releasing
the package.  They even gave me a TPL license (total public license)! ,
which means "do whatever you like with it."

I am not sure what the best way is to ensure that the user-contributed
packages do not have licensing issues associated with them.  But this
needs to be done.  

Coming back to your specific problem, can you give us more details on
your optimization problem?  For example, (a) what is the nature of your
objective function?  what sort of constraints do you have
(linear/nonlinear, equality/inequality)?  This would help us suggest
alternatives to Rdonlp2, if possible.

Hope this helps,
Ravi.


____________________________________________________________________

Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan at jhmi.edu 


----- Original Message -----
From: Richard Valliant <rvalliant at survey.umd.edu>
Date: Thursday, September 3, 2009 11:03 am
Subject: [R] Rdonlp2 package question
To: r-help at r-project.org 


> Previous versions have this question have partially bounced. 
>  I apologize if parts of this are showing up multiple times on the
>  list.
>  Another try ...
>   
>  There was at one time an R package called Rdonlp2 for solving
>  constrained nonlinear programming problems. Both the objective
>  function
>  and the constraints could be nonlinear in the decision variables.
>   
>  The package is no longer in the CRAN list. Does anyone know what
>  happened to it? At one point a zip file of the package was
available
>  at
>  arumat.net/Rdonlp2/, but now that is missing also. I sent an
>  email to the author but received no response.
>   
>  Are there any alternatives for constrained nonlinear programming
>  problems among the active packages? I need something that will
solve
>  the
>  same kinds of problems that, say, Excel Solver will do using the
grg2
>  algorithm (or something similar).
>   
>  Thanks
>  Richard Valliant
>  
>  ______________________________________________
>  R-help at r-project.org mailing list
>  
>  PLEASE do read the posting guide 
>  and provide commented, minimal, self-contained, reproducible code.