[R] Nonlinear Optimization

Spencer Graves spencer.graves at pdf.com
Tue Feb 24 17:28:10 CET 2004


      "optim"? 

Kissell, Robert [EQRE] wrote:

>Hi,
>
>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
>module.
>
>The nonlinear optimization functions I used in MatLab are "fmincon" and
>"fminunc"
>
>Is there any nonlinear optimization algorithm for R?
>
>
>Thanks.
>
>
>Rob
>
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