[R] constrained optimization using nlm/optim?

[Roger D. Peng]

My guess is that approach will not work particularly well with nlm(), 
which expects the objective function to be smooth.  You might have 
better luck using the Nelder-Mead method in optim().

-roger

Jeff D. Hamann wrote:
> I'm looking for an example of a simple R script that impliments a
> contrained nonlinear function using nlm or optim. I'm not exactly sure how
> to impliment the constraints within the objective function that is passed
> to nlm/optim.
> 
> obj.func <- function( p ) {
> 
>    x(p) <- unconstrained obj function value
> 
>    if( constraint1 > something ) {
>       obj.func <- x(p)
>    } else {
>       obj.func <- some super huge number
>   }
> 
> }
> 
> p <- c(0.1,2.4, 5)
> 
> nlm( obj.func, p, and a bunch of other arguments )
> 
> Any suggestions would be very helpful...
> 
> Jeff.
> 
> 
>