[R] Concatenate xyplots
    Attiglah, Mama 
    Mama_Attiglah at ssga.com
       
    Wed Jan 30 17:50:58 CET 2008
    
    
  
Hi room, 
Is there any R package that solves a non linear objective pb, with
linear equality constraint? 
A simple example   
a =c (2, 5, 6, 7, 2) 
b = c (7, 1, 4, 5, 6) 
a and b are vectors of length 5
minimise f(x, a) = sum( (x-a)^2)  such that  sum( x*b) = 50. 
where x is the control variable. 
N.B. 
For your info, I believe the structure of these solvers:
nlm, nlimb, lp, optim, optimize, constrOptim, solveLP, solve.QP, etc... 
are not appropriate for it.
Solve.QP is the closest to a quad pb with inequality constraints which
when changed to two inequality constraints produces a degenerated
solution due to the fact that the Amat matrix's rows are dependent.
Thanks
Mama 
-----
Mama Attiglah, PhD
Advanced Research Center
Quantitative Research Analyst
State Street Bank
+44(0)20 7698 6290 (Direct Line)
+44 (0)207 004 2968 (Direct Fax)
Please visit our Web site at 
www.ssga.com
    
    
More information about the R-help
mailing list