Message-ID: <20050318021538.52691.qmail@web41413.mail.yahoo.com>
Date: 2005-03-18T02:15:37Z
From: Greg Tarpinian
Subject: Constrained Nelder-Mead
All,
In looking at `optim', it doesn't appear that it is
possible to impose nonlinear constraints on Nelder-
Mead. I am sufficiently motivated to try to code
something in C from scratch and try to call it from
R....
Does anyone have some good references to barrier
and/or penalization methods for Nelder-Mead? I would
ideally like some papers with pseudocode for method(s)
that are in some sense optimal for continuous
functions.
Thanks,
Greg