[R] Minimization/Optimization under functional constraints
    forget_f1 
    forget_f1 at hotmail.com
       
    Wed Oct 12 20:13:57 CEST 2011
    
    
  
Hi,
I hope someone can help me with the following issue.
I need find the minimum beta that satisfies the following:
inf{beta>0 | f(x+beta*f(x))*f(x)<=0}
where f() is a function and x is a sample statistic.
Functions such as "nlminb" and "constrOptim" minimize a function and output
the parameter (under parameter constraints).  I need to minimize the
parameter (also constraint) under the functional constraint.  
Obviously,  I can start with a vector for beta (starting from 0) and find
when the switch from >0 to <=0 occurs for the functional argument, but was
wondering if there is a more efficient method/function. 
Thanks!!!
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