There are currently 2 packages that can be of help for solving the type of
problems that you are describing:
1. Rsolnp
2. alabama
For optimizing nonlinear objective functions subject to linear
equality/inequality constraints, you also have the `spg' function in the BB
package. In contrast, the `constrOptim' function in the base distribution can
handle only linear inequality constraints.
All of these packages are available on CRAN.
Hope this helps,
Ravi.
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
- Original Message -
From: Xiaoxi Gao rhel...@hotmail.com
Date: Friday, September 10, 2010 9:26 pm
Subject: [R] nonlinear programming package
To: R Help r-help@r-project.org
Hello R users,
Can anyone recommend me any package that can be used to solve linear
programming subject to nonlinear equality/inequality constraints.
Rdonlp2 is now unavailable due to licensing issue.
Thanks,
Xiaoxi
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