[R] Rdonlp2 - an extension library for constrained optimization

ry.tamura at gmail.com ry.tamura at gmail.com
Mon Feb 12 08:47:04 CET 2007


Hello R-lists,

I have created an extension library called "Rdonlp2".
This is a wrapper for Peter Spellucci's DONLP2:
http://plato.la.asu.edu/donlp2.html

DONLP2 is a standalone C program that can solve
following minimization problem:

min f(x) subject to
* parameter bounds
* linear (equality) constraints 
* nonlinear (equality) constraints 

Rdonlp2 is a bridge between R and DONLP2, that is,
you can execute the constrained optimization with 
R function and objects and get detailed outputs from DONLP2 as
R objects.

Some tutorial, source code, Windows binary, OSX binary are available from:
http://arumat.net/Rdonlp2/
The package contains the tutorial as PDF, and 4 demo scripts.

Any comments or suggestions are welcome.

Regards,

Ryuichi Tamura


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