Arun Kumar Saha <arun.kumar.saha <at> gmail.com> writes: > > Dear all R users, > > I am wondering if there are any function for Constraint optimization in R. > Especially i am looking for a R - equivalent of "fmincon" function in > MATLAB. > > Thanks and regards, > Arun >
Unfortunately, the built-in functions in R only handle "box constraints" (independent inequality constraints on each parameter), via method "L-BFGS-B" in optim() or via nlminb(), or linear inequality constraints via constrOptim(). You might try doing an RSiteSearch() for "Lagrange multiplier" -- that will provide potential solutions to your problem, but you'll very much have to roll your own. (If any R-helpers out there would like to correct me or provide pointers to examples of Lagrange multiplier implementations in R, that would be great ...) Ben Bolker ______________________________________________ [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 and provide commented, minimal, self-contained, reproducible code.
