subject:"\[R\] SQP with Constraints"

Re: [R] SQP with Constraints

2011-05-09 Thread Ravi Varadhan

Look at the solve.QP() function in the "quadprog" package. Ravi. From: r-help-boun...@r-project.org [r-help-boun...@r-project.org] On Behalf Of vioravis [viora...@gmail.com] Sent: Monday, May 09, 2011 10:46 PM To: r-help@r-project.org Subjec

[R] SQP with Constraints

2011-05-09 Thread vioravis

I am trying to optimize function similar to the following: Minimize x1^2 - x2^2 - x3^2 st x1 < x2 x2 < x3 The constraint is that the variables should be monotonically increasing. Is there any package that implements Sequential Quadratic Programming with ability include these constraints???