Please have a look at the 'Rdonlp2' package at <http://arumat.net/Rdonlp2/>. It provides non-linear optinization with nonlinear constraints, so it may be exactly what you are looking for.
Whether this algorithm is powerful enough for your task has to be seen. There are examples on the Web page that will enable a quick start. You did not give information about the complexity of your task, nor whether you are seeking local or global solutions. Hans Werner Borchers ABB Corporate Research Dear R Users, I am looking for some guidance on setting up an optimisation in R with non-linear constraints. Here is my simple problem: - I have a function h(inputs) whose value I would like to maximise - the 'inputs' are subject to lower and upper bounds - however, I have some further constraints: I would like to constrain the values for two other separate function f(inputs) and g(inputs) to be within certain bounds This means the 'inputs' must not only lie within the bounds specified by the 'upper' and 'lower' bounds, but they must also not take on values such that f(inputs) and g(inputs) take on values outside defined values. h, f and g are all non-linear. I believe constroptim would work if f and g were linear. Alas, they are not. Is there any other way I can achieve this in R ? Thanks in advance, Tolga ----- ---- Hans W. Borchers ABB Corporate Research Germany -- View this message in context: http://www.nabble.com/Non-linearly-constrained-optimisation-tp18549310p18558334.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org 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.