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charles
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