Apologies if this shows up a second time with uninformative header (apparently it got filtered, but ...), as I forgot to replace the subject line. As a first try, use a bounds constrained method (L-BFGS-B or one from the r-forge Optimizer project http://r-forge.r-project.org/R/?group_id=395) and then add a penalty or barrier function to your objective function to take care of the x1+x2 < 1 (the other end is implicit in the lower bounds on x1 and x2). e.g., - const * log(1-x1-x2) You should provide a feasible starting point. const scales the penalty. Cheers, JN > Message: 27 > Date: Sat, 17 Oct 2009 13:50:10 -0700 (PDT) > From: kathie <kathryn.lord2000 at gmail.com> > Subject: [R] optimization problem with constraints... > To: r-help at r-project.org > Message-ID: <25941686.post at talk.nabble.com> > Content-Type: text/plain; charset=us-ascii > > > Dear R users, > I need some advises on how to use R to optimize a nonlinear function with > the following constraints. > > f(x1,x2,x3,x4,x5,x6) > s.t > 0 < x1 < 1 > 0 < x2 < 1 > 0 < x1+x2 < 1 > -inf < x3 < inf > -inf < x4 < inf > 0 < x5 < inf > 0 < x6 < inf > > Is there any built-in function or something for these constraint?? > > Any suggestion will be greatly appreciated. > > Regards, > > Kathryn Lord -- View this message in context: http://www.nabble.com/optimization-problem-with-constraints...-tp25941686p25941686.html Sent from the R help mailing list archive at Nabble.com.