I need to optimize a multivariate function f(w, x, y, z, ...) under an absolute value constraint. For instance:
min { (2x+y) (w-z) } under the constraint: |w| + |x| + |y| + |z| = 1.0 . Is there any R function that does this? Thank you for your help! Phil Xiang ______________________________________________ R-help@stat.math.ethz.ch 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.