[R] T and F (was: Optimization problem with nonlinear constraint)

[Ravi Varadhan]

Hi Patrick,

Actually, I feel just the opposite, i.e. it is not a good idea to use `T'
for `TRUE'.  I have been snared by this trap many a times in my early days
with S-Plus and R.  It is a good practice to use unabbreviated values.  

Best,
Ravi.

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Patrick Burns
Sent: Wednesday, July 28, 2010 3:54 AM
To: r-help at r-project.org; u.kleinwechter at uni-hohenheim.de
Subject: Re: [R] T and F (was: Optimization problem with nonlinear
constraint)

Some care is in order:

Using 'T' as a variable name is quite
dangerous in R since it is an alias for
'TRUE'.

Rules to live by:

* Avoid using 'T' and 'F' as object names.
* Use 'TRUE' and 'FALSE', not 'T' and 'F'.

If you follow these, then you won't be
tripped up, and you won't trip other people
either.

On 28/07/2010 08:31, Uli Kleinwechter wrote:
> 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
>>
>
> ______________________________________________
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> PLEASE do read the posting guide
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>

-- 
Patrick Burns
pburns at pburns.seanet.com
http://www.burns-stat.com
(home of 'Some hints for the R beginner'
and 'The R Inferno')

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