[R-sig-hpc] Optimizer Question

[Hesen Peng]

I apologize since this answer is kind of off topic. If you look beyond the
boundary, TensorFlow and Theano have been very popular these days in the
deep learning field and they can be used to solve optimization problems.
They are being used to solve problems involving millions of parameters. And
I do thing ecosystem-wise they are better than using R packages.




On Fri, Aug 4, 2017 at 1:45 PM, Bromaghin, Jeffrey <jbromaghin at usgs.gov>
wrote:

> 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
> >
> >
> >
>
>         [[alternative HTML version deleted]]
>
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-- 
Hesen Peng 彭河森

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