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1194309
2007 Jul 31
3
Nonlinear optimization with constraints
Hello R community,
I am using R for creating a model using optimization. I would like to ask if there is R-function/package for solving the problem below:
Minimize sum(abs(exp^(Ai1 x1 + Ai2 x2 + ... + Aim xm - bi) - 1)), for each i = 1, ..., n.
subject to Ai1 x1 + Ai2 x2 + ... + Ajm xm - bi <= c, where c is a scalar.
(x is a vector of variables, A is nxm matrix, b is a vector)