There is a package "lpSolve" that you might want to look at. At the R
prompt, do the following:
> install.packages("lpSolve")Once the package will be installed, you can type help(lpSolve) to get details. cheers, -Girish On Nov 13, 8:37 am, "Yun, Myung Ho" <[EMAIL PROTECTED]> wrote: > Dear All, > > First of all, this is the first time for me to use R for optimization, I > tried to search r-help postings & googled on weighted sum optimization, > I could not find anything applicable. > > I would need to optimize following function in R; > > MAXIMIZE > function = w1*R1 + w2*R2 + w3*R3 + w4*R4 > > Where constraints are, > w1 + w2 + w3 + w4 = 1 and 0 <= w1, w2, w3, w4 <= 1 > > Does optim in R can do this optimization? If so, could anyone show me > how to use 'optim()' in R? > > Thank you in advance and regards, > Myung > ______________________________________________ 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.
