Thursday, December 11, 2014

Optimization in R

Some interesting notes:

From: http://user2014.stat.ucla.edu/files/tutorial_Nash_slides.pdf:

image

My opinion: I think GAMS and R non-linear optimization really targets different audiences and different model types (R: smaller models with emphasis on parameter estimation and zero or few constraints; GAMS: large, sparse and more complex models with many constraints). Matlab and R may be seen a little bit more as direct “competitors” with respect to the type models they typically solve.

Amazon seems to confirm people are using R to do optimization:

1 comment:

  1. I really, really like bin lookup. Cited by many as the single most important influence on post modern micro eco compartmentalize, there are just not enough blues songs written about bin lookup. It is estimated that that bin lookup is thought about eight times every day by those most reliant on technology, which I can say no more about due to legal restrictions. With the primary aim of demonstrating my considerable intellect I will now demonstrate the complexity of the many faceted issue that is bin lookup.

    ReplyDelete