R 中的广义缩减梯度 (GRG2) 算法 [英] Generalized Reduced Gradient (GRG2) Algorithm in R

问题描述

有谁知道哪个 R 包实现了广义缩减梯度 (GRG2) 算法?谢谢

Does anyone know which R package has the implementation of Generalized Reduced Gradient (GRG2) Algorithm ? thanks

推荐答案

由于 @BenBolker 已经在寻找您希望复制的功能类型方面做了初步的工作，因此我正在发布可能有用的后续行动.最近在 Rhelp 上的一次交流以被提名为 R fortunes 包的引用结束，尽管我不清楚它是否被接受:

Since @BenBolker has done the initial footwork in finding what sort of functionality you were hoping to replicate I'm posting a follow-up that might be useful. A recent exchange on Rhelp ended with a quote that was nominated for the R fortunes package, although it is not clear to me whether it was accepted:

"The idea that the Excel solver "has a good reputation for being fast
and accurate" does not withstand an examination  of the Excel solver's
ability to solve the StRD nls test problems. ...
Excel solver does have the virtue that it will always produce an
answer, albeit one with zero accurate digits."

"I am unaware of R being applied to the StRD, but I did apply S+ to the 
StRD and, with analytic derivatives, it performed flawlessly."

From:   Bruce McCullough <[e-mail]>
Date:   February 20, 2013 7:58:24 AM PST

以下是 McCullough 的自引著作的链接，该著作记录了 Excel 求解器(我们现在知道它由某些版本的 GRG2 算法提供支持)的失败:www.pages.drexel.edu/~bdm25/chap8.pdf 和测试问题的 NIST 网站链接如下:http://www.itl.nist.gov/div898/strd/nls/nls_info.shtml 和 http://www.itl.nist.gov/div898/strd/nls/nls_main.shtml

Here is a link to the self-cited work documenting the failures of the Excel Solver (which we now know is powered by some version of the GRG2 algorithm) by McCullough: www.pages.drexel.edu/~bdm25/chap8.pdf and the link to the NIST website for the testing problems are here: http://www.itl.nist.gov/div898/strd/nls/nls_info.shtml and http://www.itl.nist.gov/div898/strd/nls/nls_main.shtml

来自@jwg 的负面评论(通过投票引起了我的注意)促使我重做 Bolker 建议的搜索.findFn( "GRG2") 仍然没有命中.我可以向求解器报告GRG"的几次点击，但没有一个显然是给求解器的，并且很高兴其中一个对通用随机猜测模型"进行了引人入胜的扩展.当我可以说不回答的主旨是选择使用 Excel 的求解器让人们真正不确定解决方案的准确性时，这似乎特别有趣.我对发布的答案"并没有完全满足所要求的内容感到不后悔，而是警告那些在这个统计/数学领域可能不忠实于 Microsoft 方式的用户.分布式 R 开发人员没有为 Excel 求解器提供直接替代品的任何努力值得认真考虑.

The negative comment (brought to my attention by a downvote) from @jwg prompted me to redo the search suggested by Bolker. Still no hits for findFn( "GRG2"). I can report several hits for "GRG" none of them apparently to a solver, and was amused that one of them has the catchy expansion to "General Random Guessing model". That seemed particularly amusing when the thrust of my arguably non-answer was that choosing to use Excel's solver left one genuinely uncertain about the accuracy of the solution. I am unrepentant about posting an "answer" that does not deliver exactly what was requested, but instead warns users who might not be religiously committed to the Microsoft way in this statistical/mathematical arena. The lack of any effort on the part of the distributed R developers to provide a drop-in-replacement for the Excel solver is something to ponder seriously.

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