[R] Nonlinear Optimization

Kissell, Robert [EQRE] robert.kissell at citigroup.com
Tue Feb 24 15:21:49 CET 2004


I have been brought back to the "R-Side" from MatLab. I have used R in
graduate econometrics but only for statistics and regression (linear and
nonlinear). But now I need to run general nonlinear optimization. 

I know about the add-in quadprog but my problem is not QP. My problem is a
general nonlinear (obj funct) with linear constraints.I know about the "ms"
and "nls" functions, but these seem only for nonlinear regression, not
nonlinear minimization. I am looking for a pure non-linear optimization

The nonlinear optimization functions I used in MatLab are "fmincon" and

Is there any nonlinear optimization algorithm for R?



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