[R] optimization subject to constraints

[Spencer Graves]

        To find every help page containing the term "constrained 
optimization", you can try the following:


library(sos)
co <- findFn('constrained optimization')


       "Printing" this "co" object opens a table in a web browser with 
all matches sorted first by the package with the most matches and with 
hot links to the documentation page.


writeFindFn2xls(co)


       This writes an excel file, with the browser table as the second 
tab and the first being a summary of the packages.  This summary table 
can be made more complete and useful using the "installPackages" 
function, as noted in the "sos" vignette.


       A shameless plug from the lead author of the  "sos" package.
       Spencer Graves


On 8/9/2010 10:01 AM, Ravi Varadhan wrote:
> constrOptim can only handle linear inequality constraints.  It cannot handle
> equality (linear or nonlinear) as well as nonlinear inequality constraints.
>
> Ravi.
>
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
> Behalf Of Dwayne Blind
> Sent: Monday, August 09, 2010 12:56 PM
> To: Gildas Mazo
> Cc: r-help at r-project.org
> Subject: Re: [R] optimization subject to constraints
>
> Hi !
>
> Why not constrOptim ?
>
> Dwayne
>
> 2010/8/9 Gildas Mazo<gildas.mazo at curie.fr>
>
>> Dear R users,
>>
>> I'm looking for tools to perform optimization subject to constraints,
>> both linear and non-linear. I don't mind which algorithm may be used, my
>> primary aim is to get something general and easy-to-use to study simples
>> examples.
>>
>> Thanks for helping,
>>
>> Gildas
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>>
> http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting
> -guide.html>
>> and provide commented, minimal, self-contained, reproducible code.
>>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

-- 
Spencer Graves, PE, PhD
President and Chief Operating Officer
Structure Inspection and Monitoring, Inc.
751 Emerson Ct.
San José, CA 95126
ph:  408-655-4567