Tag: non-linear optimization in R

Support vector machine with Gekko in Python

In this blog post I model a support vector machine in Python. Previously, I modeled and solved the quadratic assignment problem (QAP) in Python using Pyomo (+). I described that the “similarity” of two facilities could be a reason for…

Gradient descent in R, for non-linear optimization (nloptr package)

This post introduces gradient descent optimization in R, using the nloptr package. For solving transport problems or network modelling problems, linear programming will suffice. Nevertheless, depending on the topic at hand, non-linear programming might become relevant when considering additional constraints…