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You know, this is the first time I've heard of constrOptim. I actually have a rather complicated, nonlinear boundary expression in mind, so this function by itself isn't quite what I'm after. Still, I should be able to hack up a barrier function in my own code and feed that into optim/nlminb/constrOptim. Thanks! -- Hong Ooi Senior Research Analyst, IAG Limited 388 George St, Sydney NSW 2000 (02) 9292 1566 -----Original Message----- From: Thomas Lumley [mailto:[EMAIL PROTECTED] Sent: Tuesday, 29 November 2005 5:31 AM To: Hong Ooi Cc: [email protected] Subject: Re: [R] Looking for constrained optimisation code 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 _______________________________________________________________________________________ The information transmitted in this message and its attachme...{{dropped}} ______________________________________________ [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
