Non-Linear Optimization - Query

....
	require(BB)

f2 <- function(x) {
f <- rep(NA, length(x))
f[1] <- 1 + 2 * x[1] * x[3]  # x[3] is the Lagrangian multiplier
f[2] <- 1 + 2 * x[2] * x[3]
f[3] <- x[1]^2 + x[2]^2 - 1  # the equality constraint
f
}

You can also try my package "nleqslv" for solving systems of non linear
equations (using Broyden or Newton with a selection of global strategies).

library(nleqslv)

xinit <- rep(1,3)               # or rep(0,3) for a singular start
nleqslv(xinit,f2,control=list(trace=1))  # f2 defined as above

(You don't need the trace=1; but especially when doing first explorations of
a system it can come in handy).

Berend

View this message in context: http://www.nabble.com/Non-Linear-Optimization---Query-tp22550273p22566620.html
Sent from the R help mailing list archive at Nabble.com.