# Best Optimization Routines

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## Best Optimization Routines

 I have a set of data, the production of oil from a well.  And an equation to predict that forecast.  The equation requires 5 input variables which are real numbers with upper and lower bounds, 1 input variable which must be an integer and 1 input variable which can be 1 of 2 string variables.  What is the best optimization routine (I am using nlminb) to use in R to determine the best set of inputs and how to I handle the integer and string inputs when optimizing?   I have attached a plot of what I am trying to accomplish as well as my sample code.   Thanks, Ryan ______________________________________________ [hidden email] mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code. Rplot.pdf (5K) Download Attachment
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## Re: Best Optimization Routines

 On Tue, Feb 13, 2018 at 7:55 PM, JamesRyan(Ryan James)/E&P North America Business Division <[hidden email]> wrote: > I have a set of data, the production of oil from a well.  And an equation to predict that forecast. > > The equation requires 5 input variables which are real numbers with upper and lower bounds, 1 input variable which must be an integer and 1 input variable which can be 1 of 2 string variables. > > What is the best optimization routine (I am using nlminb) to use in R to determine the best set of inputs and how to I handle the integer and string inputs when optimizing? > > I have attached a plot of what I am trying to accomplish as well as my sample code. If I understand correctly your problem, your equation is linear, and you have continuous and integer variables (the string input can be coded as a binary integer variable). Thus, you can use a package to deal with mixed integer programming: http://blog.revolutionanalytics.com/2016/12/mixed-integer-programming-in-r-with-the-ompr-package.htmlHope this helps you, Paul ______________________________________________ [hidden email] mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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## Re: Best Optimization Routines

 Thanks Paul.  Appreciate the help.  I'll give this a shot.   Ryan James D: 713.395.1794 M: 214.843.7301 -----Original Message----- From: Paul Smith [mailto:[hidden email]] Sent: Thursday, February 15, 2018 7:12 AM To: Ryan James/E&P North America Business Division/SKI Cc: [hidden email] Subject: Re: [R] Best Optimization Routines On Tue, Feb 13, 2018 at 7:55 PM, JamesRyan(Ryan James)/E&P North America Business Division <[hidden email]> wrote: > I have a set of data, the production of oil from a well.  And an equation to predict that forecast. > > The equation requires 5 input variables which are real numbers with upper and lower bounds, 1 input variable which must be an integer and 1 input variable which can be 1 of 2 string variables. > > What is the best optimization routine (I am using nlminb) to use in R to determine the best set of inputs and how to I handle the integer and string inputs when optimizing? > > I have attached a plot of what I am trying to accomplish as well as my sample code. If I understand correctly your problem, your equation is linear, and you have continuous and integer variables (the string input can be coded as a binary integer variable). Thus, you can use a package to deal with mixed integer programming: http://blog.revolutionanalytics.com/2016/12/mixed-integer-programming-in-r-with-the-ompr-package.htmlHope this helps you, Paul ______________________________________________ [hidden email] mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.