Re: [R] Question about Constraint Optimization

Have a look at the following R-help entry in March: https://stat.ethz.ch/pipermail/r-help/2008-March/157249.html with an example of how to use 'optim' with equality constraints. This will also work with no gradient and 'method="SANN" '. In my experience, solutions received with "SANN" were

[R] Question about Constraint Optimization

Dear All, I am having trouble in using R function "constrOptim" to do constraint optimization. It seems that "constrOptim" calls function "optim" when it does the optimization, and "optim" allows us to set "method" to be "SANN" if we want to use simulated annealing. In "optim", the function all