Re: [R] global optimisation with inequality constraints

2011-11-15 Thread Dennis Murphy
(1) Please do not hijack another thread to ask an off-topic question - start a new one instead. (2) Your question refers to a topic called 'restricted least squares'. Search the R-help archives on that subject and you should get a number of answers. Someone answered a similar question here within t

Re: [R] global optimisation with inequality constraints

2011-11-15 Thread geeknick
Please advice on the package I should use to run a linear regression model (weighted least squared) with linear equality constraint. I initially tried "constrOptim" but it turned out that it only supported http://solve-graph-linear-inequalities.blogspot.com/2011/11/blog-post.html linear inequality

Re: [R] Global optimisation with inequality constraints

2011-09-09 Thread Ravi Varadhan
Hi, Take a look at the multiStart() function in the "BB" package. This allows you to specify random multiple starting values, which need not satisfy constraints. Then you need to specify the constraints using the `projectLinear' argument. Ravi. ---

Re: [R] global optimisation with inequality constraints

2011-09-08 Thread Carlos Ortega
Hi, I think this other post could help: http://stackoverflow.com/questions/7328104/optim-with-inequality-constraint Regards, Carlos Ortega www.qualityexcellence.es On Thu, Sep 8, 2011 at 3:54 PM, Liu Evans, Gareth < gareth.liu-ev...@liverpool.ac.uk> wrote: > Dear All, > > I would like to minimi

[R] global optimisation with inequality constraints

2011-09-08 Thread Liu Evans, Gareth
Dear All, I would like to minimise a nonlinear function subject to linear inequality constraints as part of an R program. I have been using the constrOptim function. I have tried all of the methods that come with Optim, but nothing finds the correct solution. If I use the correct solution as