this should be possible in the lasso2 package.
url: www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 On Sep 7, 2007, at 1:17 PM, Phil Xiang wrote: > 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. ______________________________________________ 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.