[R] constrained optimization -which package?

[Ravi Varadhan]

No.  That would not work for equality constraints.  

This is quadratic programming problem.  Check out `quadprog' or any other
quad programming packages in R.

If you have more general, nonlinearly constrained optimization you can use
any one of the 3 following packages:

1. `spg' function in "BB" package
2.  `constrOptim.nl' or `auglag' functions in "alabama" package
3. `solnp' in "Rsolnp" package.

Hope this helps,
Ravi.

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Peng, C
Sent: Tuesday, September 28, 2010 2:54 PM
To: r-help at r-project.org
Subject: Re: [R] constrained optimization -which package?


?constrOptim


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