[R] Testing optimization solvers with equality constraints

Abby Spurdle @purd|e@@ @end|ng |rom gm@||@com
Thu May 27 08:00:14 CEST 2021


If I can re-answer the original post:
There's a relatively simple solution.
(For these problems, at least).

#wrong
x0 = c (1, 0, 0)
NlcOptim::solnl(x0, objfun = f, confun = conf)$par
Rdonlp2::donlp2(x0, fn = f, nlin = list(heq), nlin.lower = 0,
nlin.upper = 0)$par

#right
x0 = c (1, 1e6, 0)
NlcOptim::solnl(x0, objfun = f, confun = conf)$par
Rdonlp2::donlp2(x0, fn = f, nlin = list(heq), nlin.lower = 0,
nlin.upper = 0)$par

So, problems with the starting point, appear to be very *specific*.
Hence, a small amount of intentional error resolves the problem.

Presumably, there are more efficient solutions, that the package
maintainers may (or may not) want to address.


On Thu, May 27, 2021 at 3:27 PM Abby Spurdle <spurdle.a using gmail.com> wrote:
>
> I need to retract my previous post.
> (Except the part that the R has extremely good numerical capabilities).
>
> I ran some of the examples, and Hans W was correct.



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