[R] convex optimization
jzhu at stanford.edu
Wed Jan 8 20:53:03 CET 2003
Thank you for your immediate reply and pointing out the lackness of
preciseness in my previous email. Really sorry about that.
What I have in mind is to minimize a continuous convex piece-wise quadratic
(including piece-wise linear) objection function under general linear
constraints. Does optim() or r-devel handle such problem? Thanks.
> -----Original Message-----
> From: ripley at stats.ox.ac.uk [mailto:ripley at stats.ox.ac.uk]
> Sent: Wednesday, January 08, 2003 11:37 AM
> To: Ji Zhu
> Cc: R-Help
> Subject: Re: [R] convex optimization
> That is not a well-defined request, but optim() does general-nonlinear
> optimization over box subsets, and r-devel (1.7.0 to be) has a new
> function constrOptim for more general polygonal domains.
> On Wed, 8 Jan 2003, Ji Zhu wrote:
> > Is there a convex optimizatin package for R? Could any one
> kindly point me
> > to some reference? Thanks a lot!
> I think it is up to you to give a reference to what *you* have in mind
> when asking for help.
> 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 272866 (PA)
> Oxford OX1 3TG, UK Fax: +44 1865 272595
More information about the R-help