Nonlinear Optimization
I found
help.search("optimization")
gave constrOptim(base) Linearly constrained optimisation optim(base) General-purpose Optimization optimize(base) One Dimensional Optimization and there is also nlm which is not showing up there. optim() provides several algorithms in a single wrapper.
On Tue, 24 Feb 2004, Kissell, Robert [EQRE] wrote:
Hi, I have been brought back to the "R-Side" from MatLab. I have used R in graduate econometrics but only for statistics and regression (linear and 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?
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595