[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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