[R] help with constrOptim function

Thomas Lumley tlumley at u.washington.edu
Fri Oct 31 22:47:41 CET 2003


On Fri, 31 Oct 2003, Bill Shipley wrote:

> Hello.  I had previously posted a question concerning the optimization
> of a nonlinear function conditional on equality constraints.  I was
> pointed towards the contrOptim function.

Perhaps mistakenly, then.  constrOptim() does linear *inequality*
constraints.  Equality constraints are probably best handled by Lagrange
multipliers or reparametrisation.

	-thomas




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