Message-ID: <Pine.LNX.4.44.0402241717390.1718-100000@gannet.stats>
Date: 2004-02-24T17:20:03Z
From: Brian Ripley
Subject: Nonlinear Optimization
In-Reply-To: <4115749EFC8862458D6FE4F04F5F7DE701E82EBC@EXCHNY37.ny.ssmb.com>
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