Message-ID: <20040224161543.GA12843@sonny.eddelbuettel.com>
Date: 2004-02-24T16:15:43Z
From: Dirk Eddelbuettel
Subject: Nonlinear Optimization
In-Reply-To: <4115749EFC8862458D6FE4F04F5F7DE701E82EBC@EXCHNY37.ny.ssmb.com>
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