Dear All,

I would like to minimise a nonlinear function subject to linear inequality constraints as part of an R program.  I have been using the constrOptim function.  I have tried all of the methods that come with Optim, but nothing finds the correct solution.  If I use the correct solution as the vector of starting values, though, my program does output the correct solution and optimum - the problem seems to be my choice of optimisation method.

Optim includes a global optimisation method, SANN, but it doesn't make sense to use this in constrOptim (see http://tolstoy.newcastle.edu.au/R/e4/help/08/01/1328.html, also I tried it unsuccesfully).  Is there another global optimisation method that I can use?

Regards,
Gareth



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