Re: [R] nonlinear constrained optimization

On Tue, Aug 19, 2008 at 8:12 PM, Hans W. Borchers <[EMAIL PROTECTED]> wrote: > Please have a look at the 'Rdonlp2' package at . > It provides non-linear optimization with nonlinear constraints. Notwithstanding, be aware of the following limitation of Donlp2: "If the pr

Re: [R] nonlinear constrained optimization

On Tue, Aug 19, 2008 at 7:37 PM, Ravi Varadhan <[EMAIL PROTECTED]> wrote: > The "Tango project" website (from Brazil) has some R functions to implement > Algencan. I haven't used it, but I would be interested to hear others' > experience if someone has already used it or will be using it. Ravi,

Re: [R] nonlinear constrained optimization

Paul Smith gmail.com> writes: > > Up to my best knowledge, R cannot deal with optimization problems with > nonlinear constraints, unless one uses the penalty method. Outside R, > Ipopt and Algencan can solve problems like yours, but one needs to > program in AMPL and/or C/Fortran. > > Paul > P

Re: [R] nonlinear constrained optimization

CTED] [mailto:[EMAIL PROTECTED] On Behalf Of Paul Smith Sent: Tuesday, August 19, 2008 12:57 PM To: r-help@r-project.org Subject: Re: [R] nonlinear constrained optimization On Tue, Aug 19, 2008 at 8:35 AM, Chua Siang Li <[EMAIL PROTECTED]> wrote: > > Hi. I need some advises on how to use R

Re: [R] nonlinear constrained optimization

On Tue, Aug 19, 2008 at 8:35 AM, Chua Siang Li <[EMAIL PROTECTED]> wrote: > > Hi. I need some advises on how to use R to find pi (i is the index) with > the following objective function and constraint: > > max (sum i)[ f(ai, bi, pi) * g(ci, di, pi) * Di ] > > s.t. (sum i)[ f(ai, bi, pi) *

[R] nonlinear constrained optimization

Hi. I need some advises on how to use R to find pi (i is the index) with the following objective function and constraint: max (sum i)[ f(ai, bi, pi) * g(ci, di, pi) * Di ] s.t. (sum i)[ f(ai, bi, pi) * Di * pi] / (sum i)[ f(ai, bi, pi) * Di ] <= constant f and g are diffent