[R] non-linear contrained optimization
Brandon Zicha
brandon.zicha at ua.ac.be
Wed Feb 17 16:53:03 CET 2010
All,
I have searched the previous help boards and discovered the problem
with Rdonlp2 - Specifically, its non-availability. I thought that this
was my solution, but perhaps there is a better way that you all could
help me with. I imagine that this problem is trivial to people such
as the experts on this mailing list.
I am trying to solve this problem over and over again in a simulation:
I want to find the values of x and y which minimize
f(x,y) = sqrt((z-x)^2+(w-y)^2
subject to the constraints:
0=< sqrt((z2-x)^2+(w2-y)^2) - d2
0=< sqrt((z3-x)^2+(w3-y)^2) - d3
.....
0=< sqrt((zk-x)^2+(wk-y)^2) - dk
where zi, wi, di are known scalars.
I would appreciate any help with how to implement this in R.
Many thanks,
Brandon Z.
University of Antwerp
More information about the R-help
mailing list