[R] optimization subject to constraints

[Ravi Varadhan]

constrOptim can only handle linear inequality constraints.  It cannot handle
equality (linear or nonlinear) as well as nonlinear inequality constraints.

Ravi.

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Dwayne Blind
Sent: Monday, August 09, 2010 12:56 PM
To: Gildas Mazo
Cc: r-help at r-project.org
Subject: Re: [R] optimization subject to constraints

Hi !

Why not constrOptim ?

Dwayne

2010/8/9 Gildas Mazo <gildas.mazo at curie.fr>

> 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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