[R] Minimization/Optimization under functional constraints

jdospina jdospina at gmail.com
Thu Oct 13 16:53:48 CEST 2011


You can use the DEoptim function in DEoptim package and to include a line of
code within your objective function that assigns a very high value when the
constraints are not satisfied. I have tried that and it works. 

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Juan David Ospina Arango

School of Statistics
Universidad Nacional de Colombia, Colombia

Laboratoire de Traitement du Signal et de l'Image
Université de Rennes 1, France
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