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Regression / Optimisation under constraints

2 messages · WARR Benjamin, Martin Maechler

Original
WARR Benjamin
# 
Dear All,

other than optim() and quadprog() does anyone have any experience or know of
any code that can perform non-linear LS under several constraints on the
parameters, I am thinking of an equivalent of nlregb() in S plus ?

Benjamin Warr 

Tel: 33 (0)1 60 72 4456
Fax: 33 (0)1 60 74 55 64
e-mail: benjamin.warr at insead.fr

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Martin Maechler
# 
WARR> other than optim() and quadprog() does anyone have any experience
    WARR> or know of any code that can perform non-linear LS under several
    WARR> constraints on the parameters, I am thinking of an equivalent of
    WARR> nlregb() in S plus ?

I think optim() with the proper method is ``functionally'' equivalent to
nlminb.  Did you carefully look at its documentation?

	 (and could you (everyone concerned!!) re-configure your e-mail
 	 software such as  NOT send messages both as plain text and html?)

Martin Maechler <maechler at stat.math.ethz.ch>	http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum  LEO D10	Leonhardstr. 27
ETH (Federal Inst. Technology)	8092 Zurich	SWITZERLAND
phone: x-41-1-632-3408		fax: ...-1228			<><
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