[R] Looking for constrained optimisation code
Spencer Graves
spencer.graves at pdf.com
Tue Nov 29 02:58:06 CET 2005
Have you considered migrating the constraints into the objective
function, then cranking up the penalty for constraint violation once you
have a more or less feasible solution?
spencer graves
Hong Ooi wrote:
> _______________________________________________________________________________________
>
>
> 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!
>
>
--
Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
333 West San Carlos Street Suite 700
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spencer.graves at pdf.com
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