Hi, leasqr.m of the optim package has now general inequality constraints. The feature is not yet much tested and is as yet only in the SVN version.
For the interested: The general constraints algorithm is essentially that of Bard (Bard, Y., 'An eclectic approach to nonlinear programming', Proc. ANU Sem. Optimization, Canberra, Austral. Nat. Univ.), but with necessary adaptions to the svd-based algorithm of leasqr, no linesearch or tests for a decrease of the objective function (since it is embedded into a Levenberg-Marquardt algorithm, which takes care for that problem), and partially separate handling of co-specified linear inequality constraints. Olaf ------------------------------------------------------------------------------ Download Intel® Parallel Studio Eval Try the new software tools for yourself. Speed compiling, find bugs proactively, and fine-tune applications for parallel performance. See why Intel Parallel Studio got high marks during beta. http://p.sf.net/sfu/intel-sw-dev _______________________________________________ Octave-dev mailing list Octave-dev@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/octave-dev
