[R] Optimization problem with nonlinear constraint

Uli Kleinwechter u.kleinwechter at uni-hohenheim.de
Mon Jul 26 16:16:15 CEST 2010


Dear all,

I'm looking for a way to solve a simple optimization problem with a 
nonlinear constraint. An example would be

max x   s.t.       y = x * T ^(x-1)

where y and T are known values.

optim() and constrOptim() do only allow for box or linear constraints, 
so I did not succedd here. I also found hints to donlp2 but this does 
not seem to be available anymore.

Any hints are welcome,

Uli

-- 

Uli Kleinwechter
Agricultural and Food Policy Group (420a)
University of Hohenheim
D-70593 Stuttgart
E-mail: u.kleinwechter at uni-hohenheim.de



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