[R] optimization problem with constraints...
ggrothendieck at gmail.com
Sun Oct 18 16:29:45 CEST 2009
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:
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.
> 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.
> Kathryn Lord
> View this message in context: http://www.nabble.com/optimization-problem-with-constraints...-tp25941686p25941686.html
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> and provide commented, minimal, self-contained, reproducible code.
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