[R] Optimization problem with nonlinear constraint

[Ravi Varadhan]

Hi Uli,

I am not sure if this is the problem that you really want to solve.  The
answer is the solution to the equation y = x * T^(x-1), provided a solution
exists.  There is no optimization involved here.  What is the real problem
that you are trying to solve?

If you want to solve a more meaningful constrained optimization problem, you
may want to try the "abalama" package which I just put on CRAN.  It can
optimize smooth nonlinear functions subject to linear and nonlinear equality
and inequality constraints.

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

Let me know if you run into any problems using it.

Best,
Ravi.


-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Uli Kleinwechter
Sent: Monday, July 26, 2010 10:16 AM
To: r-help at r-project.org
Subject: [R] Optimization problem with nonlinear constraint

Dear all,

I'm looking for a way to solve a simple optimization problem with a 
nonlinear constraint. An example would be

max x   s.t.       y = x * T ^(x-1)

where y and T are known values.

optim() and constrOptim() do only allow for box or linear constraints, 
so I did not succedd here. I also found hints to donlp2 but this does 
not seem to be available anymore.

Any hints are welcome,

Uli

-- 

Uli Kleinwechter
Agricultural and Food Policy Group (420a)
University of Hohenheim
D-70593 Stuttgart
E-mail: u.kleinwechter at uni-hohenheim.de

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