[R-sig-hpc] Optimizer Question

[Bromaghin, Jeffrey]

My apologies!  The structure is close to linear, but there is a scaling so
that modeled proportions sum to 1.0, so the problem is nonlinear.  There
are quite a few linear constraints as all parameters are non-negative and
subsets of the
parameters must sum to 1.

Best regards,
Jeff

-----------------------------------------------
Jeffrey F. Bromaghin, PhD
Research Statistician
USGS Alaska Science Center
Marine Ecosystems Office
4210 University Drive
Anchorage, AK 99508
907-786-7086
jbromaghin at usgs.gov
*http://alaska.usgs.gov/science/biology/quantitative_ecology/index.php
<http://alaska.usgs.gov/science/biology/quantitative_ecology/index.php>*

On Fri, Aug 4, 2017 at 12:35 PM, Roger Koenker <rkoenker at illinois.edu>
wrote:

> You don’t say anything about the nature of your problem domain beyond its
> size,
> but for convex problems Mosek is a good option, and there is an R interface
> called Rmosek that is quite convenient.
>
> url:    www.econ.uiuc.edu/~roger            Roger Koenker
> email    rkoenker at uiuc.edu            Department of Economics
> vox:     217-333-4558                University of Illinois
> fax:       217-244-6678                Urbana, IL 61801
>
> > On Aug 4, 2017, at 3:21 PM, Bromaghin, Jeffrey <jbromaghin at usgs.gov>
> wrote:
> >
> > Dear r-sig-hpc members,
> >
> > I have developed a new method of interest to ecologists that involves
> > solving a large optimization problem.  One example I used in a recent
> paper
> > had over 5,700 parameters.  I have been using Matlab and a optimization
> > library called Tomlab, which works quite well.  However, I would like to
> > incorporate this new method into an R package, but question whether the
> > optimizers available in R can handle a problem of this size efficiently.
> > Does anyone have experience solving such large problems with any of the
> > optimizers available in R and, if so, what optimizer(s) would you
> recommend
> > I try?
> >
> > Thank you,
> > Jeff
> > -----------------------------------------------
> > Jeffrey F. Bromaghin, PhD
> > Research Statistician
> > USGS Alaska Science Center
> > Marine Ecosystems Office
> > 4210 University Drive
> > Anchorage, AK 99508
> > 907-786-7086
> > jbromaghin at usgs.gov
> > *http://alaska.usgs.gov/science/biology/quantitative_ecology/index.php
> > <http://alaska.usgs.gov/science/biology/quantitative_ecology/index.php>*
> >
> >       [[alternative HTML version deleted]]
> >
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> > R-sig-hpc at r-project.org
> > https://stat.ethz.ch/mailman/listinfo/r-sig-hpc
>
>
>

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