I am trying to optimize function similar to the following:
Minimize x1^2 - x2^2 - x3^2
st x1 < x2
x2 < x3
The constraint is that the variables should be monotonically increasing. Is
there any package that implements Sequential Quadratic Programming with
ability include these constraints???
Thanks you.
Ravi
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SQP with Constraints
2 messages · vioravis, Ravi Varadhan
Look at the solve.QP() function in the "quadprog" package. Ravi.
From: r-help-bounces at r-project.org [r-help-bounces at r-project.org] On Behalf Of vioravis [vioravis at gmail.com]
Sent: Monday, May 09, 2011 10:46 PM
To: r-help at r-project.org
Subject: [R] SQP with Constraints
Sent: Monday, May 09, 2011 10:46 PM
To: r-help at r-project.org
Subject: [R] SQP with Constraints
I am trying to optimize function similar to the following:
Minimize x1^2 - x2^2 - x3^2
st x1 < x2
x2 < x3
The constraint is that the variables should be monotonically increasing. Is
there any package that implements Sequential Quadratic Programming with
ability include these constraints???
Thanks you.
Ravi
--
View this message in context: http://r.789695.n4.nabble.com/SQP-with-Constraints-tp3510857p3510857.html
Sent from the R help mailing list archive at Nabble.com.
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