L1 nonlinear approximation

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L1 nonlinear approximation

Tine Mlac
Hi!

Does anyone knows a solver or R package for L1 nonlinear constrained
approximation besides constrOptim or optim and Nelder-Mead method?

Bye,
   Tine

ps.: L1 means L1-norm => sum of absolute values.

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Re: L1 nonlinear approximation

RKoenker
?nlrq in the quantreg package, for some values of the word  
"constrained" ...


url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    [hidden email]            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Champaign, IL 61820


On Jul 3, 2008, at 3:46 PM, Tine Mlac wrote:

> Hi!
>
> Does anyone knows a solver or R package for L1 nonlinear constrained  
> approximation besides constrOptim or optim and Nelder-Mead method?
>
> Bye,
>  Tine
>
> ps.: L1 means L1-norm => sum of absolute values.
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
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Re: L1 nonlinear approximation

Greg Snow-2
In reply to this post by Tine Mlac
The lasso2 and lars packages use l1 constraints in their routines.  Depending on what you are trying to accomplish, they may do what you want, or looking at their code could give additional ideas.

Hope this helps,

--
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
[hidden email]
(801) 408-8111



> -----Original Message-----
> From: [hidden email]
> [mailto:[hidden email]] On Behalf Of Tine Mlac
> Sent: Thursday, July 03, 2008 2:47 PM
> To: [hidden email]
> Subject: [R] L1 nonlinear approximation
>
> Hi!
>
> Does anyone knows a solver or R package for L1 nonlinear
> constrained approximation besides constrOptim or optim and
> Nelder-Mead method?
>
> Bye,
>    Tine
>
> ps.: L1 means L1-norm => sum of absolute values.
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.