Re: [R] Minimization/Optimization under functional constraints

Thanks for your help...actually there is monotonicity in beta so minimizing the square of the functional constraint works. I verified it with a brute force search (while loop). For the sake of knowledge this is what someone else suggested (but didn't work in my case) Since x is fixed (given the

[R] Minimization/Optimization under functional constraints

Hi, I hope someone can help me with the following issue. I need find the minimum beta that satisfies the following: inf{beta>0 | f(x+beta*f(x))*f(x)<=0} where f() is a function and x is a sample statistic. Functions such as "nlminb" and "constrOptim" minimize a function and output the paramete