[R] Optimization with linear constraints

Julio Gómez orp at intras.es
Mon Jan 22 08:35:47 CET 2001


Hello

I'd like to know if there's a way to minimize a non linear function in R
subject to some linear restrictions Ax=b
I have tried to use optim() but it doesn't seem to be able to do it.
Or, by Lagrange multipliers, solve some non linear equations simultaneously.

Anyone can help?

Thanks

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