[R] constrained optimization

gael.robert@socgen.com gael.robert at socgen.com
Fri May 20 17:32:26 CEST 2005


Hello,
I've got to compute a minimization equation under an equality constraint
(Min g(x1,x2,x3) with x1+x2=const). The Constroptim function does not
authorize an equality condition but only inequality conditions. Which
function can I use instead?
Thank you very much for your help.
Gael Robert - +33 1 42 14 27 96



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