[R] Looking for constrained optimisation code

[Hong Ooi]

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You know, this is the first time I've heard of constrOptim.
 
I actually have a rather complicated, nonlinear boundary expression in
mind, so this function by itself isn't quite what I'm after. Still, I
should be able to hack up a barrier function in my own code and feed
that into optim/nlminb/constrOptim.

Thanks!


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

-----Original Message-----
From: Thomas Lumley [mailto:tlumley at u.washington.edu] 
Sent: Tuesday, 29 November 2005 5:31 AM
To: Hong Ooi
Cc: r-help at stat.math.ethz.ch
Subject: Re: [R] Looking for constrained optimisation code

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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