[R] non-linear contrained optimization

[Ravi Varadhan]

Hi,

I have a nonlinear constrained optimization code that can handle nonlinear
(and linear) constraints.  Send me an email if you are interested.

There is also a package available on R-forge, called Rsolnp.

Hope this is helpful,
Ravi.

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Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:
http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h
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-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Brandon Zicha
Sent: Wednesday, February 17, 2010 10:53 AM
To: r-help at r-project.org
Subject: [R] non-linear contrained optimization

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

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