[R] SQP with Constraints

vioravis vioravis at gmail.com
Tue May 10 04:46:51 CEST 2011


I am trying to optimize  function similar to the following:

Minimize x1^2 - x2^2 - x3^2

st x1 < x2
    x2 < x3

The constraint is that the variables should be monotonically increasing. Is
there any package that implements Sequential Quadratic Programming with
ability include these constraints??? 

Thanks you.

Ravi

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