From dutangc at gmail.com  Thu Jul  8 15:11:11 2010
From: dutangc at gmail.com (Christophe Dutang)
Date: Thu, 8 Jul 2010 15:11:11 +0200
Subject: [Rd] constrained optimization
In-Reply-To: <1278524983159-2281282.post@n4.nabble.com>
References: <AANLkTimfVKwfyHBlZHcLxVnerBUyxsMOiz2haPO18Byx@mail.gmail.com>
	<1278524983159-2281282.post@n4.nabble.com>
Message-ID: <D4816A76-94EF-480D-8368-645DE21AAA50@gmail.com>

Dear Paul,

No I haven't tried to use L-BFGS-B algorithm with bounds. Let me check if a variable change can be used on my problem.

Thanks

Christophe

Le 7 juil. 2010 ? 19:49, Paul Bailey a ?crit :

> 
> Have you considered using the optim function with L-BFGS-B for bounded
> optimization. Obviously, you will have to do changes of variables so that
> everything is in terms of a rectangle (which is the type of bounding that it
> accepts).
> 
> I believe it is based on "A LIMITED MEMORY ALGORITHM FOR BOUND CONSTRAINED
> OPTIMIZATION" By Richard H Byrd,  Peihuang Lu, Jorge Nocedal, and Ciyou Zhu.
> Technical Report NAM-08, May 1994.
> 
> They also have a paper on the exact implementation. I also believe that R
> uses the code from Nocedal et al.
> -- 
> View this message in context: http://r.789695.n4.nabble.com/constrained-optimization-tp2280809p2281282.html
> Sent from the R devel mailing list archive at Nabble.com.
> 
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--
Christophe Dutang
Ph.D. student at ISFA, Lyon, France
website: http://dutangc.free.fr



[Rd] constrained optimization
Christophe Dutang