[R] Looking for constrained optimisation code

Spencer Graves spencer.graves at pdf.com
Tue Nov 29 02:58:06 CET 2005


	  Have you considered migrating the constraints into the objective 
function, then cranking up the penalty for constraint violation once you 
have a more or less feasible solution?

	  spencer graves

Hong Ooi wrote:

> _______________________________________________________________________________________
> 
> 
> You know, this is the first time I've heard of constrOptim.
>  
> I actually have a rather complicated, nonlinear boundary expression in
> mind, so this function by itself isn't quite what I'm after. Still, I
> should be able to hack up a barrier function in my own code and feed
> that into optim/nlminb/constrOptim.
> 
> Thanks!
> 
> 

-- 
Spencer Graves, PhD
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