Elliot Williams <ewilliams at ucsd.edu> 04/25 6:52 PM >>> How do people do non-linear constrained maximization in R? If in
C, are
there any packages people would recommend as being particularly
easy to
interface/hack to work with R? And if not, does anyone want me
to? It looks like R's general optimization function, optim(), only allows for box constraints. I, too, sometimes need to solve problems with linear and sometimes non-linear functions as constraints. When I was in grad. school (last year), our system administrator wrote a matlab wrapper for "NPSOLVE," which seemed superior in terms of speed and accuracy as compared to the optimizers packaged with matlab. It also allowed for linear and non-linear constraints. I always figured I would try to write an R wrapper the next time I felt I needed such a thing, but that hasn't happened yet. Has anyone out there written a wrapper for NPSOLVE? Michael Roberts
Elliot Williams (ewilliams at ucsd.edu) Economics Department, UC San Diego -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._ -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._