Re: [R] linear constrained optimization in R

2011-03-26 Thread Hans W Borchers
sammyny caa.columbia.edu> writes: > > I am trying to use > http://rss.acs.unt.edu/Rdoc/library/stats/html/constrOptim.html in R to do > optimization in R with some given linear constraints but not able to figure > out how to set up the problem. > > For example, I need to maximize $f(x,y) = log(x

[R] linear constrained optimization in R

2011-03-25 Thread sammyny
I am trying to use http://rss.acs.unt.edu/Rdoc/library/stats/html/constrOptim.html in R to do optimization in R with some given linear constraints but not able to figure out how to set up the problem. For example, I need to maximize $f(x,y) = log(x) + \frac{x^2}{y^2}$ subject to constraints $g_1(x