Dear R users:

I am trying to estimate the parameters using MLE of a GARCH-family model
with some constraints like this: a>=0, b>=0, and a+b*c^2<1, where a, b and c
are parameters to be estimted. I tried to use maxLik package which has
unequal constraints in matrix form: A*theta+B>=0, where theta is the
paramters to be estimated.  Parameters a and b can be easily set up, but I
don't know how to set up the constraint a+b*c^2<1. Can anyone help me with
this constraint? Thanks for help.

ShyhWeir

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