Dear Ravi, I wrote r-help at r-project.org some weeks ago because I had troubles doing an optimization with constraints and your answer was really helpful. Thanks again. Now I am trying to use spg with another setting: -Inf <= x <= Inf, sum(x) = 1. How should proj.simplex look like to do this? I tried many times but I was not successful. Best Regards, Raimund -- View this message in context: http://r.789695.n4.nabble.com/Constraint-Optimization-with-constrOptim-tp4643402p4647746.html Sent from the R help mailing list archive at Nabble.com.
Optimization with spg
1 message · raimund.grundboeck at gmail.com