tom soyer
2008-Jan-09 04:01 UTC
[R] Constrained minimization solver for nonlinear programming
Hi, I noticed that R has a few bound-constrained nonlinear min and max solvers, such as optim, nlm, etc. But I could not find a constrained min and max solver that is not LP. Does this mean R do not have this capability? It is hard to believe that R may not be as advanced as Excel in certain areas... Maybe it's there but I missed it? Does anyone know? Thanks, -- Tom [[alternative HTML version deleted]]
Paul Smith
2008-Jan-09 11:56 UTC
[R] Constrained minimization solver for nonlinear programming
On Jan 9, 2008 4:01 AM, tom soyer <tom.soyer at gmail.com> wrote:> I noticed that R has a few bound-constrained nonlinear min and max solvers, > such as optim, nlm, etc. But I could not find a constrained min and max > solver that is not LP. Does this mean R do not have this capability? It is > hard to believe that R may not be as advanced as Excel in certain areas... > Maybe it's there but I missed it? Does anyone know?Do you mean optimization solvers for nonlinear problems with equality constraints? If so, you can use optim and friends with penalties to incorporate equality constraints. Paul