Hello.  I have searched the archives but have not found anything.  I
need to solve a constrained optimisation problem for a nonlinear
function (�maximum entropy formalism�).  Specifically,

Optimise: -1*SUM(p_ilog(p_i)) for a vector p_i of probabilities,
conditional on a series of constraints of the form:

 

SUM(T_i*p_i)=k_i  for given values of T_i and k_i  (these are
constraints on expectations).

 

Can this be done in R?

 

Bill Shipley

Associate Editor, Ecology

North American Editor, Annals of Botany

D�partement de biologie, Universit� de Sherbrooke,

Sherbrooke (Qu�bec) J1K 2R1 CANADA

[EMAIL PROTECTED]

 <http://callisto.si.usherb.ca:8080/bshipley/>
http://callisto.si.usherb.ca:8080/bshipley/

 


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