[R] Constrained Nelder-Mead
    Greg Tarpinian 
    sasprog474 at yahoo.com
       
    Fri Mar 18 03:15:37 CET 2005
    
    
  
All,
In looking at `optim', it doesn't appear that it is
possible to impose nonlinear constraints on Nelder-
Mead.  I am sufficiently motivated to try to code 
something in C from scratch and try to call it from
R....
Does anyone have some good references to barrier
and/or penalization methods for Nelder-Mead?  I would
ideally like some papers with pseudocode for method(s)
that are in some sense optimal for continuous 
functions.
Thanks,
   
     Greg
    
    
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