[R] optimization problem with constraints...

kathie kathryn.lord2000 at gmail.com
Sat Oct 17 22:50:10 CEST 2009


Dear R users, 

I need some advises on how to use R to optimize a nonlinear function with
the following constraints.

f(x1,x2,x3,x4,x5,x6) 

s.t 

0 < x1 < 1
0 < x2 < 1
0 < x1+x2 < 1
-inf < x3 < inf
-inf < x4 < inf
0 < x5 < inf
0 < x6 < inf

Is there any built-in function or something for these constraint??

Any suggestion will be greatly appreciated.

Regards,

Kathryn Lord 
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