@stat.math.ethz.ch
Subject: Re: [R] Looking for constrained optimisation code
Have you considered migrating the constraints into the
objective
function, then cranking up the penalty for constraint violation once you
have a more or less feasible solution?
spencer graves
Hong Ooi
___
Hi,
I was just wondering if there was any available R code that could handle
general constrained optimisation problems. At the moment I'm using
nlminb and optim, both of which allow box constraints on the
On Mon, 28 Nov 2005, Hong Ooi wrote:
Hi,
I was just wondering if there was any available R code that could handle
general constrained optimisation problems. At the moment I'm using
nlminb and optim, both of which allow box constraints on the parameters,
but ideally I'd like to be able to
November 2005 5:31 AM
To: Hong Ooi
Cc: r-help@stat.math.ethz.ch
Subject: Re: [R] Looking for constrained optimisation code
On Mon, 28 Nov 2005, Hong Ooi wrote:
Hi,
I was just wondering if there was any available R code that could
handle
general constrained optimisation problems. At the moment
Have you considered migrating the constraints into the objective
function, then cranking up the penalty for constraint violation once you
have a more or less feasible solution?
spencer graves
Hong Ooi wrote:
