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Use this tag for any use of optimization within statistics.

1
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(0,n*m)) # check if initial value is in feasible region vi %*% P_init - myci #run the optimization module z = constrOptim(P_init,loss_fun,NULL,ui=vi, ci=myci) #result P_final = matrix(z$par,nrow=n …
answered Jun 16 '16 by Gaurav Singhal
3
votes
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$ contribute 40% in all 3 equations its total contribution will be 120% which should not happen. Contribution can not be negative. I framed this as an optimization problem as Given: $F = (f_1, f_2 …
asked Jun 15 '16 by Gaurav Singhal
2
votes
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and I am unable implement this additional constraint using auglag Question: I have an optimization problem which can be explained as: $ F = $ {$f_1, f_2, ... f_n$} ; where $f_i$ are scalars, is a …
asked Nov 24 '16 by Gaurav Singhal
2
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1answer
references for details. Then in references: References Dennis, J. E. and Schnabel, R. B. (1983) Numerical Methods for Unconstrained Optimization and Nonlinear Equations. Prentice-Hall …
asked Apr 10 '17 by Gaurav Singhal