constrained optimization
On Friday 20 May 2005 17:32, gael.robert at socgen.com wrote:
Hello, I've got to compute a minimization equation under an equality constraint (Min g(x1,x2,x3) with x1+x2=const). The Constroptim function does not authorize an equality condition but only inequality conditions. Which function can I use instead? Thank you very much for your help. Gael Robert - +33 1 42 14 27 96
You do not need constraints if you minimize g( x1, const - x1, x3 ) with respect to x1 and x3. After that you can calculate x2 by x2 = const - x1 HTH, Arne
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