On Mon, 28 Nov 2005, Hong Ooi wrote:
>
> 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.
>
constrOptim() allows linear inequality constraints.
-thomas
______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
