[R] constrained optimization using nlm/optim?

Jeff D. Hamann jeff.hamann at forestinformatics.com
Tue Oct 12 19:15:44 CEST 2004

I'm looking for an example of a simple R script that impliments a
contrained nonlinear function using nlm or optim. I'm not exactly sure how
to impliment the constraints within the objective function that is passed
to nlm/optim.

obj.func <- function( p ) {

   x(p) <- unconstrained obj function value

   if( constraint1 > something ) {
      obj.func <- x(p)
   } else {
      obj.func <- some super huge number


p <- c(0.1,2.4, 5)

nlm( obj.func, p, and a bunch of other arguments )

Any suggestions would be very helpful...


Jeff D. Hamann
Forest Informatics, Inc.
PO Box 1421
Corvallis, Oregon 97339-1421
phone 541-754-1428
fax 541-752-0288
jeff.hamann at forestinformatics.com

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