search for: algencan

Hi. I need some advises on how to use R to find pi (i is the index) with the following objective function and constraint: max (sum i)[ f(ai, bi, pi) * g(ci, di, pi) * Di ] s.t. (sum i)[ f(ai, bi, pi) * Di * pi] / (sum i)[ f(ai, bi, pi) * Di ] <= constant f and g are diffentiable. So, I am thinking of optim with method = "BFGS"? But wonder how to include the

Hello to everyone! I use .Call to call a C function without arguments wich calls a fortran optimization package. My C function uses others C and Fortran functions and it works fine when I call it from a main() in a C program. But when I call it from R with .Call("name_of_the_c_function"), R gives me some weird output. This weird output is a worng answer to my optimization problem

Dear R Users, I am looking for some guidance on setting up an optimisation in R with non-linear constraints. Here is my simple problem: - I have a function h(inputs) whose value I would like to maximise - the 'inputs' are subject to lower and upper bounds - however, I have some further constraints: I would like to constrain the values for two other separate function f(inputs) and