[R] optimization problem with constraints..

2009-10-18 Thread Prof. John C Nash
Date: Sat, 17 Oct 2009 13:50:10 -0700 (PDT) From: kathie kathryn.lord2...@gmail.com Subject: [R] optimization problem with constraints... To: r-help@r-project.org Message-ID: 25941686.p...@talk.nabble.com Content-Type: text/plain; charset=us-ascii Dear R users, I need some advises on how

[R] optimization problem with constraints...

2009-10-17 Thread kathie
Dear R users, I need some advises on how to use R to optimize a nonlinear function with the following constraints. f(x1,x2,x3,x4,x5,x6) s.t 0 x1 1 0 x2 1 0 x1+x2 1 -inf x3 inf -inf x4 inf 0 x5 inf 0 x6 inf Is there any built-in function or something for these constraint??

[R] Optimization problem with constraints

2008-06-02 Thread Matthias Graser
I'm trying to da an optimization for the followig function Zwischenwert - function (x) { lambda-x[1]; mu-x[2]; gammal-x[3]; mud-x[4]; gammad-x[5]; Mittelwert -0; for(t in 0:(T-1)) { for(i in 0:(n-1)) {