From: tom soyer <tom.soyer_at_gmail.com>

Date: Wed, 9 Jan 2008 11:10:21 -0600

Date: Wed, 9 Jan 2008 11:10:21 -0600

Thanks Paul. I will try it.

On 1/9/08, Paul Smith <phhs80_at_gmail.com> wrote:

*>
*

> On Jan 9, 2008 2:13 PM, tom soyer <tom.soyer@gmail.com> wrote:

*> > Thanks Paul. I thought constrOptim does not do equality. I will check
**> again.
**>
**> Indeed, constrOptim does not do equality constraints, but, trough
**> penalties, one can add them.
**>
**> > A concrete example for finding a solution based on a target value
**> instead of
**> > min or max would be something like this: let's say I am trying
**> exponential
**> > smoothing on a time series and would like to find a solution for the
**> > smoothing constant that instead of minimizes the root mean square error
**> > (RMSE), it targets a particular value of RMSE. Is this possible in R?
**>
**> Yes, Tom, R can do that for you. Apply the exponential smoothing. At
**> the end, you get the RMSE as an expression depending on alpha (the
**> smoothing parameter). Then use
**>
**> uniroot
**>
**> to solve the following equation
**>
**> RMSE == "your desired value for RMSE".
**>
**> Please, notice that this is not an optimization problem.
**>
**> Paul
**>
**>
**> >
**> >
**> >
**> > On 1/9/08, Paul Smith <phhs80_at_gmail.com> wrote:
**> > >
**> > >
**> > >
**> > > On Jan 9, 2008 1:14 PM, tom soyer <tom.soyer_at_gmail.com> wrote:
**> > > > Thanks Paul. yes, with equality constraints. What are "friends"? I
**> read
**> > the
**> > > > document for optim, but still could not figure out how to do this.
**> Do
**> > you
**> > > > just set the lower bound equal to the upper bound?
**> > >
**> > > constrOptim is a friend of optim. See ?constrOptim.
**> > >
**> > > Could you please provide a concrete example of an optimization problem
**> > > that you would like R solving it?
**> > >
**> > > > Also, is it possible to ask R to search for a solution based on a
**> target
**> > > > value instead of min and max? Is there a function like that in R?
**> > >
**> > > Could you please provide a concrete example?
**> > >
**> > > Paul
**> > >
**> > >
**> > >
**> > > > On 1/9/08, Paul Smith <phhs80_at_gmail.com > wrote:
**> > > > >
**> > > > >
**> > > > >
**> > > > > On Jan 9, 2008 4:01 AM, tom soyer <tom.soyer_at_gmail.com> wrote:
**> > > > > > I noticed that R has a few bound-constrained nonlinear min and
**> max
**> > > > solvers,
**> > > > > > such as optim, nlm, etc. But I could not find a constrained min
**> and
**> > max
**> > > > > > solver that is not LP. Does this mean R do not have this
**> capability?
**> > It
**> > > > is
**> > > > > > hard to believe that R may not be as advanced as Excel in
**> certain
**> > > > areas...
**> > > > > > Maybe it's there but I missed it? Does anyone know?
**> > > > >
**> > > > > Do you mean optimization solvers for nonlinear problems with
**> equality
**> > > > > constraints? If so, you can use optim and friends with penalties
**> to
**> > > > > incorporate equality constraints.
**> > > > >
**> > > > > Paul
**> > > > >
**> > > > >
**> > > > > ______________________________________________
**> > > > > R-help_at_r-project.org mailing list
**> > > > > https://stat.ethz.ch/mailman/listinfo/r-help
**> > > > > PLEASE do read the posting guide
**> > > > http://www.R-project.org/posting-guide.html
**> > > > > and provide commented, minimal, self-contained, reproducible code.
**> > > > >
**> > > >
**> > > >
**> > > >
**> > > > --
**> > > > Tom
**> > >
**> > > ______________________________________________
**> > >
**> > > R-help_at_r-project.org mailing list
**> > > https://stat.ethz.ch/mailman/listinfo/r-help
**> > > PLEASE do read the posting guide
**> > http://www.R-project.org/posting-guide.html
**> > > and provide commented, minimal, self-contained, reproducible code.
**> > >
**> >
**> >
**> >
**> > --
**> > Tom
**>
**> ______________________________________________
**> R-help_at_r-project.org mailing list
**> https://stat.ethz.ch/mailman/listinfo/r-help
**> PLEASE do read the posting guide
**> http://www.R-project.org/posting-guide.html
**> and provide commented, minimal, self-contained, reproducible code.
**>
*

-- Tom [[alternative HTML version deleted]] ______________________________________________ R-help_at_r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.Received on Wed 09 Jan 2008 - 17:13:59 GMT

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