Re: [R] constrained optimization using nlm/optim?

[Roger D. Peng]

My guess is that approach will not work particularly well with nlm(), 
which expects the objective function to be smooth.  You might have 
better luck using the Nelder-Mead method in optim().

-roger
Jeff D. Hamann wrote:
I'm looking for an example of a simple R script that impliments a
contrained nonlinear function using nlm or optim. I'm not exactly sure how
to impliment the constraints within the objective function that is passed
to nlm/optim.
obj.func <- function( p ) {
   x(p) <- unconstrained obj function value
   if( constraint1 > something ) {
      obj.func <- x(p)
   } else {
      obj.func <- some super huge number
  }
}
p <- c(0.1,2.4, 5)
nlm( obj.func, p, and a bunch of other arguments )
Any suggestions would be very helpful...
Jeff.

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