I am seeking an optimization routine that can deal with the following problem:
Maximize g(x), where x is a vector and g is nonlinear, subject to linear
constraints of the form h(x)>0 and m(x)=0 and subject to the constraint that
all values of x are 0 or 1.
I can't find a nonlinear optimization program in R that states that it can
accommodate 0-1 constraints.
Oddly, Excel's Solver will produce a solution to such problems but (1) I don't
trust it and (2) it cannot handle a large number of constraints.
Thanks, all!
Rebecca Zwick (Santa Barbara, California)
Statistical Analysis, Data Analysis, and Psychometric Research
Educational Testing Service
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