hi people,
I'm trying to maximize this function:
fn= function (x) {x[1]^2+5*x[2]^2}
with this restriction
fn1 = function (x) {x[1]+x[2] <=5}
Can someone help me how to procedure this?
I tried in the alabama and genoud package but i have problems with the
setting of constrains.
Regards,
Eliano
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Maximization
2 messages · Eliano, Paul Smith
5 days later
On Tue, Oct 25, 2011 at 12:04 PM, Eliano <eliano.m.marques at gmail.com> wrote:
hi people,
I'm trying to maximize this function:
fn= function (x) {x[1]^2+5*x[2]^2}
with this restriction
fn1 = function (x) {x[1]+x[2] <=5}
Can someone help me how to procedure this?
I tried in the alabama and genoud package but i have problems with the
setting of constrains.
Your problem corresponds to a quadratic programming problem. Thus, you can solve it with the following package: http://cran.r-project.org/web/packages/quadprog/index.html Hope this helps you, Paul