[R] Optimization problem with nonlinear constraint

[Uli Kleinwechter]

Dear Ravi,

As I've already written to you, the problem indeed is to find a solution 
to the transcendental equation y = x * T^(x-1), given y and T and the 
optimization problem below only a workaround.

John C. Nash has been so kind to help me on here. In case anyone faces a 
similar problem in the future, the solution looks as follows:

*****

func1 <- function(y,x,T){
     out <- x*T^(x-1)-y
     return(out)
}

# Assign the known values to y and T:
y <-   3
T <- 123

root <- uniroot(func1,c(-10,100),y=y,T=T)
print(root)

********

Somewhat simpler than I thought....

Thanks again!

Uli



Am 26.07.2010 17:44, schrieb Ravi Varadhan:
> Hi Uli,
>
> I am not sure if this is the problem that you really want to solve.  The
> answer is the solution to the equation y = x * T^(x-1), provided a solution
> exists.  There is no optimization involved here.  What is the real problem
> that you are trying to solve?
>
> If you want to solve a more meaningful constrained optimization problem, you
> may want to try the "abalama" package which I just put on CRAN.  It can
> optimize smooth nonlinear functions subject to linear and nonlinear equality
> and inequality constraints.
>
> http://cran.r-project.org/web/packages/alabama/index.html
>
> Let me know if you run into any problems using it.
>
> Best,
> Ravi.
>
>
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
> Behalf Of Uli Kleinwechter
> Sent: Monday, July 26, 2010 10:16 AM
> To: r-help at r-project.org
> Subject: [R] Optimization problem with nonlinear constraint
>
> Dear all,
>
> I'm looking for a way to solve a simple optimization problem with a
> nonlinear constraint. An example would be
>
> max x   s.t.       y = x * T ^(x-1)
>
> where y and T are known values.
>
> optim() and constrOptim() do only allow for box or linear constraints,
> so I did not succedd here. I also found hints to donlp2 but this does
> not seem to be available anymore.
>
> Any hints are welcome,
>
> Uli
>