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2003 Jun 16
3
Constrained optimization
Greetings, R-Wizards: I'm trying to find an extremum subject to a nonlinear constraint. (Yes, I have perused the archives but have found nothing positive.) The details of the problem are these: In a paper published some years ago in Technometrics, ("Confidence bands for cumulative distribution functions of continuous random variables" Technometrics, 25, 77-86. 1983), Cheng and