On Tue, Mar 17, 2009 at 12:09 AM, Lars Bishop <lars...@gmail.com> wrote: > I couple of weeks ago, I’ve asked for a package recommendation for nonlinear > optimization. In my problem I have a fairly complicated non-linear objective > function subject to one non-linear equality constrain. > > I’ve been suggested to use the *Rdonlp2* package, but I did not get any > results after running the program for 5 hrs. Is it normal to run this type > of programs for hours? Also, I’d like to ask the experts whether there is > any other alternative I could use to solve this. For example, can I define a > Lagrange function (add lambda as a parameter) and use optim() or any other > optimization function?
Are your objective function and your constraint differentiable? If so, then construct the Lagrangean and get the system of equations for calculating the first order conditions. This nonlinear system of equations can be solved with the package BB (by Ravi Varadhan). Paul ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
