Corrado
2009-Oct-06 16:14 UTC
[R] IRLS or other iteratively re weighted optimization algorithms with constraints in R
Dear list, is there an iterative re weighted least square based algorithm or any or other iteratively re weighted optimisation algorithms for non linear (and possibly non parametric) optimisation problems with constraints available in R? Regards -- Corrado
David Winsemius
2009-Oct-06 16:19 UTC
[R] IRLS or other iteratively re weighted optimization algorithms with constraints in R
On Oct 6, 2009, at 12:14 PM, Corrado wrote:> Dear list, > > is there an iterative re weighted least square based algorithm or > any or other > iteratively re weighted optimisation algorithms for non linear (and > possibly > non parametric) optimisation problems with constraints available in R?Have you looked in the suggestively named Task View yet? http://cran.r-project.org/web/views/ http://cran.r-project.org/web/views/Optimization.html -- David Winsemius, MD Heritage Laboratories West Hartford, CT