NLopt is a nonlinear optimization library written in C by Steven G. Johnson and licensed under the LGPL.
Questions tagged [nlopt]
144 questions
30
votes
8 answers
Installing nloptr on Linux
I am trying to install the R package nloptr on a CentOS Linux machine that doesn't have internet connection as follows:
install.packages("/home/ravi/nloptr_1.0.4.tar.gz", repos = NULL, type="source")
This command in turn looks for the following…
Ravi
- 3,223
- 7
- 37
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18
votes
6 answers
Trouble installing nloptr package on R 3.3.0
I can't install the package nloptr 1.0.4 on R 3.3.0. The messages are the following:
> install.packages("nloptr")
Installing package into ‘/Users/fgomesbarros/Library/R/3.3/library
(as ‘lib’ is unspecified)
trying URL…
Fabio Barros
- 329
- 1
- 2
- 7
10
votes
2 answers
Minimize quadratic function subject to linear equality constraints with SciPy
I have a reasonably simple constrained optimization problem but get different answers depending on how I do it. Let's get the import and a pretty print function out of the way first:
import numpy as np
from scipy.optimize import minimize,…
JohnE
- 29,156
- 8
- 79
- 109
10
votes
1 answer
Installing nloptr on Linux - fatal error: nlopt.h: No such file or directory
Another cry for help with installing nloptr package on Linux (Ubuntu 14.04.4 LTS). I looked through many questions but did not manage to find a solution for this.
I am unable to install lme4 package in R (version 3.3.1/Rstudio Version 0.99.902) as…
user1442363
- 800
- 1
- 10
- 18
10
votes
1 answer
Minimization with R nloptr package - multiple equality constraints
Is it possible to specify more than one equality constraint in nloptr function in R? The code that I am trying to run is the following:
eval_f <- function( x ) {
return( list( "objective" = x[3]^2+x[4]^2,
"gradient" = c( 0,
…
Paweł Orliński
- 239
- 3
- 7
6
votes
1 answer
Minimize matrix in Equation using OpenCV
I need to minimize H in following equation:
Where H is 3x3 Matrix.
Pn is 3x1 matrix (point).
Euclidean() gives distance between 2 points.
Dn is the actual distance.
I have one initial estimate of H and m points(P0 to Pm)
I need optimize value of…
Deepak
- 1,038
- 5
- 17
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6
votes
1 answer
Why does my NLOPT optimization error/fail to solve?
I'm stumped. I have a problem formulated for NLOPT in R. The current problem solves for 180 variables with 28 equality constraints
The code is re-used from a simpler version of the problem, earlier in my script, with 36 variables and 20 equality…
paperwings
- 63
- 1
- 5
5
votes
1 answer
Non-linear optimization in R
I am trying to solve an optimization problem using the package nloptr in R. I am not sure what is wrong with the following code, as I keep getting this error:
Error: nlopt_add_equality_mconstraint returned NLOPT_INVALID_ARGS.
Here is the problem…
Mayou
- 8,498
- 16
- 59
- 98
4
votes
2 answers
Prepare CRAN R package with external dependencies (nlopt)
I am trying to submit a package to CRAN that fails during the pretest
process on Debian.
I use some C++ code that interfaces to the nlopt optimization
library with Rcpp/RcppArmadillo (using ). Thus, my package requires a system version of…
Julien Chiquet
- 103
- 4
4
votes
3 answers
Unable to install nloptr / nlopt on a cluster without root rights
I am trying to install (on a linux based cluster) the R package FactoMineR, which requires nloptr, which in turn requires nlopt. Just using install.packages("nloptr") does not work and yields the following error:
>…
Mojoesque
- 1,166
- 8
- 15
4
votes
1 answer
Error while installing a tar.gz package in R
When i try to install a R package nlopt-2.4.2.tar.gz from http://ab-initio.mit.edu/nlopt/nlopt-2.4.2.tar.gz , using sudo R CMD INSTALL nlopt-2.4.2.tar.gz, I get the following Error :
Error in untar2(tarfile, files, list, exdir, restore_times) :
…
Arun Veeramani
- 79
- 9
4
votes
1 answer
NLopt SLSQP discards good solution in favour of older, worse solution
I'm solving a standard optimisation problem from Finance - portfolio optimisation. The vast majority of the time, NLopt is returning a sensible solution. However, on rare occasions, the SLSQP algorithm appears to iterate to the correct solution, and…
Colin T Bowers
- 18,106
- 8
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4
votes
2 answers
NLOPT Invalid argument Python
When I run the following simple NLOPT example in python :
import numpy as np
import nlopt
n = 2
localopt_feval_max = 10
lb = np.array([-1, -1])
ub = np.array([1, 1])
def myfunc(x, grad):
return -1
opt = nlopt.opt(nlopt.LN_NELDERMEAD,…
jmlarson
- 837
- 8
- 31
3
votes
1 answer
NLopt with Armadillo data
The NLopt objective function looks like this:
double myfunc(const std::vector &x, std::vector &grad, void *my_func_data)
x is the data being optimized, grad is a vector of gradients, and my_func_data holds additional data.
I am…
covstat
- 331
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- 10
3
votes
0 answers
NLopt minimum working example fails with "RoundoffLimited"
I was experimenting with NLopt and created the following minimum working example, which consistently fails with RoundoffLimited: NLopt roundoff-limited:
import numpy as np
import nlopt
dim = 1
def obj_func(x, grad):
return float(…
user20010813
- 31
- 1