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Questions tagged [nonlinear-optimization]

sub-field of mathematical optimization (alternatively, mathematical programming) that deals with problems that are not linear

Nonlinear programming

From Wikipedia, the free encyclopedia

In mathematics, nonlinear programming is the process of solving an optimization problem defined by a system of equalities and inequalities, collectively termed constraints, over a set of unknown real variables, along with an objective function to be maximized or minimized, where some of the constraints or the objective function are nonlinear.

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Fitting a nonlinear function with "missing level" in mle2 (WARNING: ecologist with computer)

I am looking to optimize the fit of a model that describes the amount of litter collected in a network of .5m^2 'litter traps' in a plot of mapped trees of known diameter and species. The model of choice has two factors, allometric scaling…
Forest-Jon
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nonlinear optimizaion in R

I tried to minimize the following function: func <- function(qq){ x <- qq[1] y <- qq[2] output <- 1 - 2 * x + x^2 - 2 * y + 2 * x * y + y^2 return(output) } when x+y=1 and 0<=x,y<=1. To use gosolnp in Rsolnp package, firstly, I defined cons…
Ehsan Masoudi
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How to draw my function to plot with data in R

I have data about response time at web site according users that hit at the same time. For example: 10 users hit the same time have (average) response time 300ms 20 users -> 450ms etc I import the data in R and I make the plot from 2 columns data…
Abraham
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Difference between solnp and gosolnp functions in R for Non-Linear optimization problems

What is the main difference between the two functions, the r Help manual says that gosolnp helps to set the initial parameters correctly. Is there any difference otherwise? Also, if so is the case, how do we determine the correct distribution type…
user3272373
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Estimating parameter values using optimize.curve.fit

I am attempting to estimate the parameters of the non-linear equation: y(x1, x2) = x1 / A + Bx1 + Cx2 using the method outlined in the answer to this question, but can find no documentation on how to pass multiple independent variables to the…
shbrainard
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What is the closest approximation to R's nlminb in Matlab?

Does Matlab have an equivalent to nlminb in R? I realize that lsqcurvefit is available in Matlab, but I specifically want a function that uses a derivative-based method, ideally exactly the same one as nlminb uses. nlminb is described in this…
Bazman
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Nonlinear model with nls(): Error: Parameters without initial values

I would like to estimate a nonlinear regression model of the following kind: y=ß0 + ß1*( b[1,theta]*x1 + b[2,theta]*x2 )+ e Description of the elements: y: the regressand x1: regressor 1 x2: regressor 2 ß0: parameter to be estimated ß1: parameter…
DatamineR
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Is there anyway to speedup optimx processing time for this code

I have started this code a month ago and after struggling with optimx and the function design finally I've managed to have it up and running, but the new issue is time needed to complete the processing as it takes almost 45 mins to complete 18…
Athii
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Solving nonlinear optimization equations with large errors

The variable y may take a value which is in a defined range: 3
Caniko
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nonlinear optimization using the Solver Foundation Services

I have a non-linear optimization problem with constraints. It can be solved in Microsoft Excel with the Solver add-in, but I am having trouble replicating that in C#. I installed the Microsoft Solver Foundation dll This is the example where I…
mike_v15
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How do I passthrough variables into Fortran IMSL neqnf nonlinear equation solver?

I have been working on converting my MATLAB programs to Fortran (while still taking advantage of some of MATLAB's features). I am trying to utilize routines available in IMSL. It provides a nonlinear equation solver, neqnf, but I haven't been able…
nathrock
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Solving an overdetermined non-linear system for 8 unknowns

I am wondering what my best approach is in the following scenario. I have 8 unknowns, however a virtually unlimited number of non-linear equations which makes the system over-determined. unknowns: U M V N J S W N equations: U*M + V * Catime1 – V*M –…
raincity1199
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fit curve with lsqcurvefit

I have a certain power spectrum array saved as test, depending on a frequency array f. This power spectrum generally looks like in the following figure It is to be remarked that the above power spectrum stemms from a simulated time series. What I…
fpe
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nonlinear constrains conditioned on parameters matlab

I try to impose a nonlinear constraint in the fmincon optimizer. The problem is that the nonlinear constraint should be relevant only when one of the parameters is negative. The code is like this: function [c, ceq] = confun_Model11(param) %…
user1545441
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Newton-Raphson linearization? Second-Order Nonlinear ODE numpy-scipy Python

I am try to solve the next equation more than one week: I have to use Newton-Raphson Method for getting the approximate solution of u. I have the script to do that, but I need to "linearize" this non linear ODE. The k1-k4 are not constants. On each…
user1640255
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