[R] Looking for constrained optimisation code

Thomas Lumley tlumley at u.washington.edu
Mon Nov 28 19:30:44 CET 2005


On Mon, 28 Nov 2005, Hong Ooi wrote:
>
> 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.
>

constrOptim() allows linear inequality constraints.

 	-thomas




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