Jeff D. Hamann
2004-Oct-08 15:14 UTC
[R] constrained opt with lagrange multiplier example?
I'm curious to find out if there is an example of R code for optimization of two variable function, with contraints, using lagrange multiplier (using optim/nlm?). I have a problem that contains one discrete variable, but need a simple problem/example to start with. I haven't been able to find any examples and thought I should ask here before I plunged into writing a few miles of R code. Thanks, Jeff. -- Jeff D. Hamann Forest Informatics, Inc. PO Box 1421 Corvallis, Oregon 97339-1421 office 541-753-4218 fax 541-752-0288 home 541-754-1428 jeff.hamann at forestinformatics.com http://www.forestinformatics.com