ry.tamura at gmail.com
2007-Feb-12 07:47 UTC
[R] Rdonlp2 - an extension library for constrained optimization
Hello R-lists, I have created an extension library called "Rdonlp2". This is a wrapper for Peter Spellucci's DONLP2: http://plato.la.asu.edu/donlp2.html DONLP2 is a standalone C program that can solve following minimization problem: min f(x) subject to * parameter bounds * linear (equality) constraints * nonlinear (equality) constraints Rdonlp2 is a bridge between R and DONLP2, that is, you can execute the constrained optimization with R function and objects and get detailed outputs from DONLP2 as R objects. Some tutorial, source code, Windows binary, OSX binary are available from: http://arumat.net/Rdonlp2/ The package contains the tutorial as PDF, and 4 demo scripts. Any comments or suggestions are welcome. Regards, Ryuichi Tamura -- This message was sent on behalf of ry.tamura at gmail.com at openSubscriber.com http://www.opensubscriber.com/messages/r-help at stat.math.ethz.ch/topic.html