[R] Testing optimization solvers with equality constraints
hwborcher@ @end|ng |rom gm@||@com
Sat May 22 10:04:52 CEST 2021
Yes. "*on* the unit sphere" means on the surface, as you can guess
from the equality constraint. And 'auglag()' does find the minimum, so
no need for a special approach.
I was/am interested in why all these other good solvers get stuck,
i.e., do not move away from the starting point. And how to avoid this
in general, not only for this specific example.
On Sat, 22 May 2021 at 09:44, Abby Spurdle <spurdle.a using gmail.com> wrote:
> Sorry, this might sound like a poor question:
> But by "on the unit sphere", do you mean on the ***surface*** of the sphere?
> In which case, can't the surface of a sphere be projected onto a pair
> of circles?
> Where the cost function is reformulated as a function of two (rather
> than three) variables.
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