Hello, I am trying to run a constrained optimization in R. "constrOptim" is really useful and has helped me a lot, but unfortunately, it doesn't provide the hessian. Is there a solution to this problem?
I've tried "optim" with penalty-functions and "L-BFGS-B", but it doesn't help. Alan. -- http://games.entertainment.gmx.net/de/entertainment/games/free/puzzle/6169196 ______________________________________________ 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.
