[R] Optimization

[massimiliano.talarico]

Dear all,
I need a suggest to obtain the max of this function:

Max x1*0.021986+x2*0.000964+x3*0.02913

with these conditions:

x1+x2+x3=1;
radq((x1*0.114434)^2+(x2*0.043966)^2+(x3*0.100031)^2)=0.04;
x1>=0;
x1<=1;
x2>=0;
x2<=1;
x3>=0;
x3<=1;

Any suggests ?

Thanks in advanced,
Massimiliano