[R] Optimize selected variables but not all - nloptr

Narendra Modi bjpmodi2016 at gmail.com
Wed Oct 19 23:59:08 CEST 2016


Hello All,
I have a matrix with initial values as below and I need to optimize
the variables that are greater than 0.

          TAU       fij      fij2
 [1,] 14.33375 0.0000000 0.01449572
 [2,] 14.33375 0.0000000 0.00000000
 [3,] 14.33375 0.0000000 0.00000000
 [4,] 14.33375 0.0000000 0.02206446
 [5,] 14.33375 0.0000000 0.00000000
 [6,] 14.33375 0.0000000 0.00000000
 [7,] 14.33375 0.0000000 0.00000000
 [8,] 14.33375 0.8279846 0.00000000
 [9,] 14.33375 0.0000000 0.03695833
[10,] 14.33375 0.0000000 0.00000000

Or structure(c(14.3337481730129, 14.3337481730129, 14.3337481730129,
14.3337481730129, 14.3337481730129, 14.3337481730129, 14.3337481730129,
14.3337481730129, 14.3337481730129, 14.3337481730129, 0, 0, 0,
0, 0, 0, 0, 0.827984553120177, 0, 0, 0.0144957197835888, 0, 0,
0.0220644627842788, 0, 0, 0, 0, 0.0369583294835073, 0), .Dim = c(10L,
3L), .Dimnames = list(NULL, c("TAU", "fij", "fij2")))

Is it possible to provide lowerbound and upperbound as 0 for variables
(< 0 in the initial matrix) and nloptr will consider them "unchanged"
during optimization?

Rstudio crashes when I try to do that. Is this a bug or I should
approach it differently?

NM



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