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minyu
2010 Jul 07
4
constrained optimization
Dear list,
The task view on optimization does 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/imm...