[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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