Hello R-lists,
I have created an extension library called Rdonlp2.
This is a wrapper for Peter Spellucci's DONLP2:
http://plato.la.asu.edu/donlp2.html
DONLP2 is a standalone C program that can solve
following minimization problem:
min f(x) subject to
* parameter bounds
* linear (equality) constraints
* nonlinear (equality) constraints
Rdonlp2 is a bridge over R and DONLP2, that is,
you can execute the constrained optimization with
R function and objects and get detailed outputs from DONLP2 as
R objects.
Some tutorial, source code, Windows binary, OSX binary are available from:
http://arumat.net/Rdonlp2/
The package contains the tutorial as PDF, and 4 demo scripts.
Any comments or suggestions are welcome.
Regards,
Ryuichi Tamura
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