Hello R community,
I am sorry for the previous accidental posting as I pressed a wrong key.
I am using R for creating a model using optimization. I would like to ask if
there is R-function/package for solving the problem below:
Minimize sum(abs(exp^(Ai1 x1 + Ai2 x2 + ... + Aim xm - bi) - 1)), for each i =
1, ..., n.
subject to Ai1 x1 + Ai2 x2 + ... + Ajm xm - bi <= c, where c is a scalar.
(x is a vector of variables, A is nxm matrix, b is a vector)
I tried to use optim(), nlm(), and constrOptim, but they do not allow a kind of
the constraint in the problem above.
Thanks for your help.
Regards,
Vu
----- Original Message ----
From: Vu Nguyen <[EMAIL PROTECTED]>
To: r-help@stat.math.ethz.ch
Sent: Tuesday, July 31, 2007 3:50:52 PM
Subject: Nonlinear optimization with constraints
Hello R community,
I am using R for creating a model using optimization. I would like to ask if
there is R-function/package for solving the problem below:
Minimize sum(abs(exp^(Ai1 x1 + Ai2 x2 + ... + Aim xm - bi) - 1)), for each i =
1, ..., n.
subject to Ai1 x1 + Ai2 x2 + ... + Ajm xm - bi <= c, where c is a scalar.
(x is a vector of variables, A is nxm matrix, b is a vector)
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