[R] optimization subject to constraints

Ravi Varadhan rvaradhan at jhmi.edu
Mon Aug 9 18:59:43 CEST 2010


You may want to look at:

http://cran.r-project.org/web/packages/alabama/index.html

Ravi.

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Gildas Mazo
Sent: Monday, August 09, 2010 12:49 PM
To: r-help at r-project.org
Subject: [R] optimization subject to constraints

Dear R users,

I'm looking for tools to perform optimization subject to constraints,
both linear and non-linear. I don't mind which algorithm may be used, my
primary aim is to get something general and easy-to-use to study simples
examples.

Thanks for helping,

Gildas

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