R:

I need to minimize a function such that the parameters when used in 
another function result in a particular value, which i fix.  That is, I 
need min(f(a,b)) given g(a,b)=X, where min(.) is the minimum, f(.) and 
g(.) are functions (with unknown gradients) of parameters a and b and X is 
a fixed value.  What optimization function(s) in R do you suggest? 
constrOptim looks like it will work except I don't know the gradient of 
the functions.

Thanks,

Jason Higbee

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