[R] Optimization under an absolute value constraint

[Phil Xiang]

I need to optimize a multivariate function f(w, x, y, z, ...) under an absolute value constraint. For instance:

    min { (2x+y) (w-z) }

under the constraint:

    |w| +  |x| + |y| + |z| = 1.0 .

Is there any R function that does this? Thank you for your help!

 
        Phil Xiang