Constrained minimization solver for nonlinear programming

Thanks Paul. I thought constrOptim does not do equality. I will check again.

A concrete example for finding a solution based on a target value instead of
min or max would be something like this: let's say I am trying exponential
smoothing on a time series and would like to find a solution for the
smoothing constant that instead of minimizes the root mean square error
(RMSE), it targets a particular value of RMSE. Is this possible in R?

On 1/9/08, Paul Smith <phhs80 at gmail.com> wrote:

On Jan 9, 2008 1:14 PM, tom soyer <tom.soyer at gmail.com> wrote:

Thanks Paul. yes, with equality constraints. What are "friends"? I read

the

document for optim, but still could not figure out how to do this. Do

you

just set the lower bound equal to the upper bound?

constrOptim is a friend of optim. See ?constrOptim.

Could you please provide a concrete example of an optimization problem
that you would like R solving it?

Also, is it possible to ask R to search for a solution based on a target
value instead of min and max? Is there a function like that in R?

Could you please provide a concrete example?

Paul

On 1/9/08, Paul Smith <phhs80 at gmail.com > wrote:

On Jan 9, 2008 4:01 AM, tom soyer <tom.soyer at gmail.com> wrote:

I noticed that R has a few bound-constrained nonlinear min and max

solvers,

such as optim, nlm, etc. But I could not find a constrained min and

max

solver that is not LP. Does this mean R do not have this capability?

It

is

hard to believe that R may not be as advanced as Excel in certain

areas...

Maybe it's there but I missed it? Does anyone know?

Do you mean optimization solvers for nonlinear problems with equality
constraints? If so, you can use optim and friends with penalties to
incorporate equality constraints.

Paul