[R] Optimization: non-liner constraints

livia yn19832 at msn.com
Tue Jan 15 15:46:49 CET 2008

Hello everyone,

I would like to optimize the function "fqp" as following:

fqp <- function(b) {t(b)%*%a-0.5*c*((t(b)%*%vcov)%*%b)}

with constraints like ((t(b)%*%vcov)%*%b) <= 0.5

Is there a function of doing it? Many thanks.
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