[R] nonlinear constraint optimization function in R?

SUNDUZ Keles sunduz at stat.berkeley.edu
Thu Jun 26 03:04:03 CEST 2003


Dear all,

I am looking for a R-function that performs nonlinear constraint
optimization (where  the objective function and the
constraints are allowed to be nonlinear).

More specifically, I am trying to figure out whether there
is an equivalent function of NAG fortran library'  "E04UCF" or matlab's
"fmincon"  in R.

Any help is greatly appreciated.

Thank you,
Sunduz


PS: fmincon is described at
http://www.mathworks.com/access/helpdesk/help/toolbox/optim/optim.shtml?BB=1




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