[R] Optimization - n dimension matrix

[petrolmaniac]

Dear all,

I am facing the following problem in optimization:

w = (d, o1, ..., op, m1, ..., mq) is a 1 + p + q vector

I want to determine: 

w = argmin (a - d(w))' A (a - d(w))

where a is a 1xK marix, A is the covariance matrix of vector a, d(w) is a
1xK vector which parameters are functions of parameters d, o1 .. op, m1 ..
mq.

Is there some function to solve this problem easily? I know optim() and
ucminf() for one-dimensional optimization (I believe). Are there some tools
for such n-dimensional problem?

Kind regards,

C.
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