Displaying 1 result from an estimated 1 matches for "7eyyye".
2010 Jul 07
4
constrained optimization
...not reference a package for non linear
constrained optimization problems. Stefan Theussl told me to look at the
Rsolnp package, but unfortunately it is not very clear what method is R
ported. (The authors ported the matlab code of Yinyu Ye
http://www.stanford.edu/~yyye/ <http://www.stanford.edu/%7Eyyye/>)
Currently I'm looking for an implementation of sequential quadratic
programming to replicate SNOPT*. A good reference I found on the web is this
booklet
http://www2.imm.dtu.dk/pubdb/views/edoc_download.php/5456/pdf/imm5456.pdf .
Does anyone know an implementation of such algorithms? Is...