[R] Optimization of multivariate nonlinear function with equality constrain

Carrie Li
Wed, 16 Jun 2010 01:01:09 -0000

Dear R-helpers,

I am working on an optimization problem, and I tried to use nlminb function
to solve it. But now I have an equality constrain, the Langrange multiplier
can solve it. However I would like to know if there is any existing function
or package solving this kind of problem.  Any suggestions would be very much
appreciated!


Carrie

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