Thank you Jelmer, I have just spent five minutes on the website, but I'm not sure to understand which method is implemented. Is it *this method? On the Implementation of a Primal-Dual Interior Point Filter Line Search Algorithm for Large-Scale Nonlinear Programming*
Do you plan to put lpopt on CRAN? I'm willing to test it! Christophe 2010/7/7 Jelmer Ypma <jelmery...@gmail.com> > Hi Christophe, > > I wrote an R interface to Ipopt ( https://projects.coin-or.org/Ipopt > ), which does non-linear constrained optimization for very large > problems. Would this be of interest to you? It took some time to find > out which license I could use to distribute it, but I'm planning to > make it publicly available this weekend. > > Jelmer > > On Wed, Jul 7, 2010 at 13:01, Christophe Dutang <duta...@gmail.com> wrote: > > Dear list, > > > > The task view on optimization does not reference a package for non linear > > constrained optimization problems. Stefan Theussl told me to look at the > > Rsolnp package, but unfortunately it is not very clear what method is R > > ported. (The authors ported the matlab code of Yinyu Ye > > http://www.stanford.edu/~yyye/ <http://www.stanford.edu/%7Eyyye/> < > http://www.stanford.edu/%7Eyyye/>) > > > > Currently I'm looking for an implementation of sequential quadratic > > programming to replicate SNOPT*. A good reference I found on the web is > this > > booklet > > > http://www2.imm.dtu.dk/pubdb/views/edoc_download.php/5456/pdf/imm5456.pdf. > > > > Does anyone know an implementation of such algorithms? Is there any > fortran > > implementation available useful if I have to implement it? > > > > Thanks in advance > > > > Christophe > > > > > > * SNOPT: An SQP Algorithm For Large-Scale Constrained Optimization (1997) > by > > Philip E. Gill , Walter Murray , Michael , Michael A. Saunders > > -- > > Christophe DUTANG > > Ph. D. student at ISFA, Lyon, France > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-devel@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-devel > > > -- Christophe DUTANG Ph. D. student at ISFA, Lyon, France [[alternative HTML version deleted]] ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
