[R] convex optimization

[Ji Zhu]

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.

-Ji


> -----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
>