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我有整數作爲輸入值(起始的Optim面值)的向量在矩陣集中的約束 - OPTIM中的R
my.data.var <- c(10,0.25,0.25,0.25,0.25,0.25,
10,0.25,0.25,0.25,0.25,0.25,
10,0.25,0.25,0.25,0.25,0.25,
10,0.25,0.25,0.25,0.25,0.25)
優化問題是一種分鐘。問題。
誤差函數計算 兩個矩陣(給定的值矩陣VS計算矩陣)
- 計算的矩陣是上述整數向量使用一個之間的值差異的平方根的總和。
因此,在誤差函數,I堆棧整數載體導入 矩陣作爲my.data.var.mat <- matrix(my.data.var,nrow = 4,ncol = 6,byrow = TRUE)
,我必須介紹的是,colSum(my.data.var.mat) <=1
在Optim被定義爲
sols<-optim(my.data.var,Error.func,method="L-BFGS-B",upper=c(Inf,1,1,1,1,1,Inf,1,1,1,1,1,Inf,1,1,1,1,1,Inf,1,1,1,1,1),
lower=c(0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0))
約束
錯誤功能定義爲
Error.func <- function(my.data.var){
my.data.var.mat <- matrix(my.data.var,nrow = ncol(my.data.matrix.prod),ncol = ncol(my.data.matrix.inj)+1,byrow = TRUE)
Calc.Qjk.Value <- Qjk.Cal.func(my.data.timet0,my.data.qo,my.data.matrix.time,
my.data.matrix.inj, my.data.matrix.prod,my.data.var,my.data.var.mat)
diff.values <- my.data.matrix.prod-Calc.Qjk.Value #FIND DIFFERENCE BETWEEN CAL. MATRIX AND ORIGINAL MATRIX
Error <- ((colSums ((diff.values^2), na.rm = FALSE, dims = 1))/nrow(my.data.matrix.inj))^0.5 #sum of square root of the diff
Error_total <- sum(Error,na.rm=FALSE)/ncol(my.data.matrix.prod) # total avg error
Error_total
}
鑑於數據集:my.data.matrix.prod
,my.data.timet0, my.data.qo, my.data.matrix.time, my.data.matrix.inj
所以,我的問題是如何以及應該在哪裏引入矩陣相加和約束?或者換句話說,OPTIM如何在Matrix col sum約束下改變整數向量?
@ZheyuanLi:thnks。希望我得到一些建議! – Modi
@ZheyuanLi:用「nloptr」試試我的運氣。讓我們來看看! – Modi
@ZheyuanLi:解決了。我沒有使用Optim,而是使用nloptr求解器。它允許不平等約束。在這裏看看..http://stackoverflow.com/questions/37951719/multiple-inequality-constraints-minimization-with-r-nloptr-package – Modi