[R] constrained optimization

Jean Eid jeaneid at chass.utoronto.ca
Fri May 20 18:25:11 CEST 2005


Why can't you just solve x1 in terms of x2 and plug it in..
ie. min g(const-x2, x2, x3)

Jean

On Fri, 20 May 2005 gael.robert at socgen.com wrote:

> 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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