[R] Convex optimization in R?

[Paul Smith]

On Sat, Sep 27, 2008 at 3:32 AM, Hesen Peng <hesen.peng at gmail.com> wrote:
> Well, I finally figured out to do some algebra transformation and the
> problem was reduced to non-linear optimization on bounded areas. But
> on my way to this I ran into IMSL Fortran library function NNLPF. And
> its documentation toke me to DONLP2, a free Fortran package solving a
> huge family of nonlinear optimization problems.
>
> However, I just had great difficulty understanding the comments and
> integrating them to form an R subroutine. Maybe someone can do this in
> the future.

Have you, Hesen, noticed Rdonlp2 at:

http://arumat.net/Rdonlp2/

?

That is an R interface to DONLP2.

Paul