[R] Optimization

[Paul Smith]

On 7/16/07, massimiliano.talarico <massimiliano.talarico at poste.it> wrote:
> I need a suggest to obtain the max of this function:
>
> Max x1*0.021986+x2*0.000964+x3*0.02913
>
> with these conditions:
>
> x1+x2+x3=1;
> radq((x1*0.114434)^2+(x2*0.043966)^2+(x3*0.100031)^2)=0.04;
> x1>=0;
> x1<=1;
> x2>=0;
> x2<=1;
> x3>=0;
> x3<=1;
>
> Any suggests ?

What do you mean by 'radq', Massimiliano?

Paul