Nonlinear Optimization
On Tue, Feb 24, 2004 at 09:21:49AM -0500, Kissell, Robert [EQRE] wrote:
nonlinear). But now I need to run general nonlinear optimization. I know about the add-in quadprog but my problem is not QP. My problem is a general nonlinear (obj funct) with linear constraints.I know about the "ms" and "nls" functions, but these seem only for nonlinear regression, not nonlinear minimization. I am looking for a pure non-linear optimization module. The nonlinear optimization functions I used in MatLab are "fmincon" and "fminunc" Is there any nonlinear optimization algorithm for R?
You did try
help(optim)
didn't you?
Hth, Dirk
The relationship between the computed price and reality is as yet unknown.
-- From the pac(8) manual page