[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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