ratiofun {optiSolve} | R Documentation |
Rational Objective Function
Description
Define a rational objective function of the form
Usage
ratiofun(Q1, a1=rep(0, nrow(Q1)), d1=0, Q2, a2=rep(0, nrow(Q2)), d2=0,
id=1:nrow(Q1), name="ratio.fun")
Arguments
Q1 |
Numeric quadratic matrix. |
a1 |
Numeric vector. |
d1 |
Numeric value. |
Q2 |
Numeric quadratic matrix. |
a2 |
Numeric vector. |
d2 |
Numeric value. |
id |
Vector defining the names of the variables to which the constraint applies. Each variable name corresponds to one component of |
name |
Name for the constraint. |
Details
Define a rational ofjective function of the form
Reasonable bounds for the variables should be provided because the function can have several local optima. Solvers 'slsqp'
(the default) and 'alabama'
are recommended.
Value
An object of class ratioFun
.
See Also
The main function for solving constrained programming problems is solvecop
.
Examples
### Constrained optimization with rational objective ###
### function and linear and quadratic constraints ###
### Example from animal breeding ###
### The mean kinship at native alleles in the offspring is minimized ###
### The mean breeding value and the mean kinship are constrained ###
data(phenotype)
data(myQ)
data(myQ1)
data(myQ2)
Ax <- t(model.matrix(~Sex+BV+MC-1, data=phenotype))
Ax[,1:5]
val <- c(0.5, 0.5, 0.4, 0.5 )
dir <- c("==", "==", ">=", "<=")
mycop <- cop(f = ratiofun(Q1=myQ1, Q2=myQ2, d1=0.0004, d2=0.00025,
id=rownames(myQ1), name="nativeKinship"),
lb = lbcon(0, id=phenotype$Indiv),
ub = ubcon(NA, id=phenotype$Indiv),
lc = lincon(A=Ax, dir=dir, val=val, id=phenotype$Indiv),
qc = quadcon(Q=myQ, d=0.001, val=0.035,
name="Kinship", id=rownames(myQ)))
res <- solvecop(mycop, quiet=FALSE)
validate(mycop, res)
# valid solver status
# TRUE slsqp successful completion
#
# Variable Value Bound OK?
# --------------------------------------
# nativeKinship 0.0366 min :
# --------------------------------------
# lower bounds all x >= lb : TRUE
# Sexfemale 0.5 == 0.5 : TRUE
# Sexmale 0.5 == 0.5 : TRUE
# BV 0.4 >= 0.4 : TRUE
# MC 0.4963 <= 0.5 : TRUE
# Kinship 0.035 <= 0.035 : TRUE
# --------------------------------------
[Package optiSolve version 1.0 Index]