[R] Looking for constrained optimisation code

[Hong Ooi]

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Hi,

I was just wondering if there was any available R code that could handle
general constrained optimisation problems. At the moment I'm using
nlminb and optim, both of which allow box constraints on the parameters,
but ideally I'd like to be able to specify more general constraints on
the solution space.

Even if code isn't readily available, any tips on how to persuade
optim/nlminb to cope with general constraints would also be much
appreciated.

Thanks!


-- 
Hong Ooi
Senior Research Analyst, IAG Limited
388 George St, Sydney NSW 2000
(02) 9292 1566


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