Dear All,
I am having trouble in using R function "constrOptim" to do constraint
optimization. It seems that "constrOptim" calls function "optim" when it
does the optimization, and "optim" allows us to set "method" to be "SANN"
if we want to use simulated annealing. In "optim", the function allows us
to set gradient to be NULL when we treat "method" as "SANN". But in
"constrOptim", the function does not allow us to set gradient as "SANN" if
we set "method" to be "SANN". I am just curious about it.
I just wonder whether I am able to apply simulated annealing in to
constraint optimization function "constrOptim". Could someone help?
Thanks very much!
Sincerely,
Hui
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