[R] nonlinear programming package

[Ravi Varadhan]

There are currently 2 packages that can be of help for solving the type of problems that you are describing:

1.  Rsolnp

2.  alabama

For optimizing nonlinear objective functions subject to linear equality/inequality constraints, you also have the `spg' function in the "BB" package.  In contrast, the `constrOptim' function in the base distribution can handle only linear inequality constraints.

All of these packages are available on CRAN.

Hope this helps,
Ravi.

____________________________________________________________________

Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan at jhmi.edu


----- Original Message -----
From: Xiaoxi Gao <rhelpme at hotmail.com>
Date: Friday, September 10, 2010 9:26 pm
Subject: [R] nonlinear programming package
To: R Help <r-help at r-project.org>


> Hello R users,
> 
> Can anyone recommend me any package that can be used to solve linear 
> programming subject to nonlinear equality/inequality constraints. 
> Rdonlp2 is now unavailable due to licensing issue.
> 
> Thanks,
> 
> Xiaoxi
>                                                
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> 
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