[R] Max/Min w/ Non-linear constraints

Dirk Eddelbuettel edd at debian.org
Thu Apr 26 04:36:50 CEST 2001


  "Elliot" == Elliot Williams <ewilliams at ucsd.edu> writes:
  Elliot>  Hi all, How do people do non-linear constrained maximization in R?
  Elliot> If in C, are there any packages people would recommend as being
  Elliot> particularly easy to interface/hack to work with R?  And if not,
  Elliot> does anyone want me to?

See  help(optim)  and in particular the sections about L-BFGS-B.

Maybe there should be a cross-reference from the optimize() help page too?

Dirk

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