[R] Constrained minimization solver for nonlinear programming

[Paul Smith]

On Jan 9, 2008 1:14 PM, tom soyer <tom.soyer at gmail.com> wrote:
> Thanks Paul. yes, with equality constraints. What are "friends"? I read the
> document for optim, but still could not figure out how to do this. Do you
> just set the lower bound equal to the upper bound?

constrOptim is a friend of optim. See ?constrOptim.

Could you please provide a concrete example of an optimization problem
that you would like R solving it?

> Also, is it possible to ask R to search for a solution based on a target
> value instead of min and max? Is there a function like that in R?

Could you please provide a concrete example?

Paul



> On 1/9/08, Paul Smith <phhs80 at gmail.com> wrote:
> >
> >
> >
> > On Jan 9, 2008 4:01 AM, tom soyer <tom.soyer at gmail.com> wrote:
> > > I noticed that R has a few bound-constrained nonlinear min and max
> solvers,
> > > such as optim, nlm, etc. But I could not find a constrained min and max
> > > solver that is not LP. Does this mean R do not have this capability? It
> is
> > > hard to believe that R may not be as advanced as Excel in certain
> areas...
> > > Maybe it's there but I missed it? Does anyone know?
> >
> > Do you mean optimization solvers for nonlinear problems with equality
> > constraints? If so, you can use optim and friends with penalties to
> > incorporate equality constraints.
> >
> > Paul
> >
> >
> > ______________________________________________
> > R-help at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
>
>
>
> --
> Tom