R help - Jan 2001 - Optimization with linear constraints

Hello

I''d like to know if there''s a way to minimize a non linear
function in R
subject to some linear restrictions Ax=b
I have tried to use optim() but it doesn''t seem to be able to do it.
Or, by Lagrange multipliers, solve some non linear equations simultaneously.

Anyone can help?

Thanks

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On Mon, 22 Jan 2001, [iso-8859-1] Julio Gómez wrote:
> Hello
>
> I''d like to know if there''s a way to minimize a non
linear function in R
> subject to some linear restrictions Ax=b
> I have tried to use optim() but it doesn''t seem to be able to do
it.
Just use Ax = b to reduce the dimension of x.  It''s not something you
should expect software to do for you.
> Or, by Lagrange multipliers, solve some non linear equations
simultaneously.
Don''t turn an optimization problem into a root-finding problem: it is
inefficient.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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