[R] constraint optimization: solving large scale general nonlinear problems

[Florin Maican]

Hi

I need advice regarding constraint optimization with large number of
variables. 

I need to solve the following problem

   max      f(x1,...,xn)
  x1,..xn
  
    x1=g1(x1,...,xn)
    .
    .
    xn=gn(x1,...,xn) 

I am using Rdonlp2  package which works well until 40 variables in my
case. I need to solve this problem with over 300 variables. In this case
Rdonlp2 is very  very slowly. I know that in Matlab exists  Knitro
(http://www.ziena.com/knitro.htm.) for large optimization problems.

It will be great if you can suggest me some alternatives solutions.


Thanks in advance,
Florin



-- 
         Florin G. Maican            
==================================

Ph.D. candidate,                    
Department of Economics,
School of Business, Economics and Law,             
Gothenburg University, Sweden       
-----------------------------------
    P.O. Box 640 SE-405 30,         
    Gothenburg, Sweden              

 Mobil:  +46 76 235 3039             
 Phone:  +46 31 786 4866             
 Fax:    +46 31 786 4154              
 Home Page: http://maicanfg.googlepages.com/index.html
 E-mail: florin.maican at handels.gu.se 
------------------------------------
 "Not everything that counts can be 
 counted, and not everything that can be 
 counted counts."
                         --- Einstein ---