Constrained optimization (was [R] What happenes with R-gnome? Suggestions)

[Prof Brian D Ripley]

On Fri, 1 Sep 2000, Nels Tomlinson wrote:

> Second, some of us really DON'T LIKE GUI's.  S-Plus exists and is
> wonderful (just ask their salesfolks) for those who do, and scigraphica,
> and so on.  I have no objection to adding a GUI to R, and would
> certainly use it from time to time.  But I'd rather see the developers
> limited effort go into developing something a bit better than trellis
> graphics for R, and implementing constrained optimization, and so on. 

Eh?  One of us spent quite a lot of time on optim, which includes
bounds-constrained optimization, so this is a bit peeving.

> Finally, a really good
> constrained optimization package, implementing Khun-Tucker in all its
> tedium, would be a wonderful luxury for maximizing entropy and
> likelihoods.

We would welcome the submission from you of an R package to do that.
I don't know of any code in any language that does that in its full
glory (or even how to specify it algorithmically), and do know of
important special cases that underlie very expensive commercial packages.


There is a tendency in this thread to assume that R has an (unpaid)
workforce, `the developers'.  It's not like that.  Many things get into R
because R-core members have a need of them (including for teaching) or
sometimes as an intellectual challenge. On the other hand, R is `the result
of a collaborative effort', and the core developers also appreciate using
the fruits of the contributions of others.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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