Hi Uli,
I am not sure if this is the problem that you really want to solve. The
answer is the solution to the equation y = x * T^(x-1), provided a solution
exists. There is no optimization involved here. What is the real problem
that you are trying to solve?
If you want to solve a more meaningful constrained optimization problem, you
may want to try the "abalama" package which I just put on CRAN. It
can
optimize smooth nonlinear functions subject to linear and nonlinear equality
and inequality constraints.
http://cran.r-project.org/web/packages/alabama/index.html
Let me know if you run into any problems using it.
Best,
Ravi.
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On
Behalf Of Uli Kleinwechter
Sent: Monday, July 26, 2010 10:16 AM
To: r-help at r-project.org
Subject: [R] Optimization problem with nonlinear constraint
Dear all,
I'm looking for a way to solve a simple optimization problem with a
nonlinear constraint. An example would be
max x s.t. y = x * T ^(x-1)
where y and T are known values.
optim() and constrOptim() do only allow for box or linear constraints,
so I did not succedd here. I also found hints to donlp2 but this does
not seem to be available anymore.
Any hints are welcome,
Uli
--
Uli Kleinwechter
Agricultural and Food Policy Group (420a)
University of Hohenheim
D-70593 Stuttgart
E-mail: u.kleinwechter at uni-hohenheim.de
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