Hi,

I think this other post could help:
http://stackoverflow.com/questions/7328104/optim-with-inequality-constraint

Regards,
Carlos Ortega
www.qualityexcellence.es

On Thu, Sep 8, 2011 at 3:54 PM, Liu Evans, Gareth <
Gareth.Liu-Evans@liverpool.ac.uk> wrote:

> 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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>
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