小编pra*_*592的帖子

我之前曾问过这个问题,并希望继续跟进,因为我尝试了其他一些事情并且他们没有完全解决问题.

我本质上是在尝试优化R中的NLP类型问题,它具有二进制和整数约束.相同的代码如下:

# Input Data
DTM <- sample(1:30,10,replace=T)
DIM <- rep(30,10)
Price <- 100 - seq(0.4,1,length.out=10)

# Variables that shall be changed to find optimal solution
Hike <- c(1,0,0,1,0,0,0,0,0,1)
Position <- c(0,1,-2,1,0,0,0,0,0,0)

# Bounds for Hikes/Positions
HikeLB <- rep(0,10)
HikeUB <- rep(1,10)
PositionLB <- rep(-2,10)
PositionUB <- rep(2,10)

library(Rsolnp)

# x <- c(Hike, Position)
# Combining two arrays into one since I want 
# to optimize using both these variables

opt_func <- function(x) {

  Hike <- head(x,length(x)/2)
  Position …