Hi, I have a nonlinear constrained optimization code that can handle nonlinear (and linear) constraints. Send me an email if you are interested.
There is also a package available on R-forge, called Rsolnp. Hope this is helpful, Ravi. ---------------------------------------------------------------------------- ------- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: rvarad...@jhmi.edu Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h tml ---------------------------------------------------------------------------- -------- -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Brandon Zicha Sent: Wednesday, February 17, 2010 10:53 AM To: r-help@r-project.org Subject: [R] non-linear contrained optimization All, I have searched the previous help boards and discovered the problem with Rdonlp2 - Specifically, its non-availability. I thought that this was my solution, but perhaps there is a better way that you all could help me with. I imagine that this problem is trivial to people such as the experts on this mailing list. I am trying to solve this problem over and over again in a simulation: I want to find the values of x and y which minimize f(x,y) = sqrt((z-x)^2+(w-y)^2 subject to the constraints: 0=< sqrt((z2-x)^2+(w2-y)^2) - d2 0=< sqrt((z3-x)^2+(w3-y)^2) - d3 ..... 0=< sqrt((zk-x)^2+(wk-y)^2) - dk where zi, wi, di are known scalars. I would appreciate any help with how to implement this in R. Many thanks, Brandon Z. University of Antwerp ______________________________________________ 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. ______________________________________________ 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.
