[R] Question about Constraint Optimization

From: <HNie_at_malbecpartners.com>
Date: Thu, 26 Jun 2008 18:13:22 -0400

Dear All,

I am having trouble in using R function "constrOptim" to do constraint optimization. It seems that "constrOptim" calls function "optim" when it does the optimization, and "optim" allows us to set "method" to be "SANN" if we want to use simulated annealing. In "optim", the function allows us to set gradient to be NULL when we treat "method" as "SANN". But in "constrOptim", the function does not allow us to set gradient as "SANN" if we set "method" to be "SANN". I am just curious about it.

I just wonder whether I am able to apply simulated annealing in to constraint optimization function "constrOptim". Could someone help?

Thanks very much!


        [[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 Thu 26 Jun 2008 - 22:17:34 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Fri 27 Jun 2008 - 08:31:25 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive