Dear All, I would like to minimise a nonlinear function subject to linear inequality constraints as part of an R program. I have been using the constrOptim function. I have tried all of the methods that come with Optim, but nothing finds the correct solution. If I use the correct solution as the vector of starting values, though, my program does output the correct solution and optimum - the problem seems to be my choice of optimisation method.
Optim includes a global optimisation method, SANN, but it doesn't make sense to use this in constrOptim (see http://tolstoy.newcastle.edu.au/R/e4/help/08/01/1328.html, also I tried it unsuccesfully). Is there another global optimisation method that I can use? Regards, Gareth [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
