_______________________________________________________________________________________
Hi, I was just wondering if there was any available R code that could handle general constrained optimisation problems. At the moment I'm using nlminb and optim, both of which allow box constraints on the parameters, but ideally I'd like to be able to specify more general constraints on the solution space. Even if code isn't readily available, any tips on how to persuade optim/nlminb to cope with general constraints would also be much appreciated. Thanks! -- Hong Ooi Senior Research Analyst, IAG Limited 388 George St, Sydney NSW 2000 (02) 9292 1566 _______________________________________________________________________________________ The information transmitted in this message and its attachme...{{dropped}} ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html