[R] Optimization with spg

raimund.grundboeck at gmail.com
Mon, 29 Oct 2012 10:04:50 -0000

Dear Ravi,

I wrote r-help at r-project.org some weeks ago because I had troubles doing an
optimization with constraints and your answer was really helpful. Thanks
again. Now I am trying to use spg with another setting: -Inf <= x <= Inf,
sum(x) = 1.

How should proj.simplex look like to do this? I tried many times but I was
not successful.

Best Regards,

Raimund



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