[R] constrained opt with lagrange multiplier example?

Jeff D. Hamann jeff.hamann at forestinformatics.com
Fri Oct 8 17:14:51 CEST 2004


I'm curious to find out if there is an example of R code for optimization
of two variable function, with contraints, using lagrange multiplier
(using optim/nlm?). I have a problem that contains one discrete variable,
but need a simple problem/example to start with.

I haven't been able to find any examples and thought I should ask here
before I plunged into writing a few miles of R code.

Thanks,
Jeff.


-- 
Jeff D. Hamann
Forest Informatics, Inc.
PO Box 1421
Corvallis, Oregon 97339-1421
office 541-753-4218
fax 541-752-0288
home 541-754-1428
jeff.hamann at forestinformatics.com
http://www.forestinformatics.com




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