[R] optimization problem with constraints...

[Gabor Grothendieck]

Note your problem is equivalent to the unconstrained problem:

   f(a1^2 / (a1^2 + a2^2), a2^2 / (a1^2 + a2^2), x3, x4, a3^2, a4^2)

optimizing over a1, a2, a3, a4, x3, x4. See the optimization task view
for specific functions:

   http://cran.r-project.org/web/views/Optimization.html


On Sat, Oct 17, 2009 at 4:50 PM, kathie <kathryn.lord2000 at gmail.com> wrote:
>
> Dear R users,
>
> I need some advises on how to use R to optimize a nonlinear function with
> the following constraints.
>
> f(x1,x2,x3,x4,x5,x6)
>
> s.t
>
> 0 < x1 < 1
> 0 < x2 < 1
> 0 < x1+x2 < 1
> -inf < x3 < inf
> -inf < x4 < inf
> 0 < x5 < inf
> 0 < x6 < inf
>
> Is there any built-in function or something for these constraint??
>
> Any suggestion will be greatly appreciated.
>
> Regards,
>
> Kathryn Lord
> --
> View this message in context: http://www.nabble.com/optimization-problem-with-constraints...-tp25941686p25941686.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> 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.
>