I am not a mathematician, but I write software for a bunch of them, so forgive me my limited knowledge of the math and math terms...
I need to implement a solution that is estimating the optimal values for several parameters. I have an objective function and starting points and all that. The code I have to rewrite currently is using a method called "SQP", or Sequential Quadratic Programming (actually, a special version of it called DESQP - Differential Equation Sequential Quadratic Programming). Supposedly such a function exists in R, but I do not know where to find it, and I was looking through Apache Math Commons for the equivalent solution, but I am not sure what it would be, as the names of the optimizers seem to be following a different nomenclature. Can anyone tell me whether one can optimize/estimate using SQP with Apache Math Commons, and some pointers on how to get started? -Mike
