On 9/7/07, Phil Xiang <[EMAIL PROTECTED]> wrote:
> I need to optimize a multivariate function f(w, x, y, z, ...) under an
> absolute value constraint. For instance:
>
> min { (2x+y) (w-z) }
>
> under the constraint:
>
> |w| + |x| + |y| + |z| = 1.0 .
>
> Is there any R function that does t
this should be possible in the lasso2 package.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED]Department of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678Champaign, IL 61820
On Sep 7,
I need to optimize a multivariate function f(w, x, y, z, ...) under an absolute
value constraint. For instance:
min { (2x+y) (w-z) }
under the constraint:
|w| + |x| + |y| + |z| = 1.0 .
Is there any R function that does this? Thank you for your help!
Phil Xiang
