[R] Nonlinear Optimization

[Uwe Ligges]

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?
> 

See ?optim

Uwe Ligges


> Thanks.
> 
> 
> Rob
> 
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