Thank you for your immediate reply and pointing out the lackness of preciseness in my previous email. Really sorry about that.
What I have in mind is to minimize a continuous convex piece-wise quadratic (including piece-wise linear) objection function under general linear constraints. Does optim() or r-devel handle such problem? Thanks. -Ji > -----Original Message----- > From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]] > Sent: Wednesday, January 08, 2003 11:37 AM > To: Ji Zhu > Cc: R-Help > Subject: Re: [R] convex optimization > > > That is not a well-defined request, but optim() does general-nonlinear > optimization over box subsets, and r-devel (1.7.0 to be) has a new > function constrOptim for more general polygonal domains. > > On Wed, 8 Jan 2003, Ji Zhu wrote: > > > Is there a convex optimizatin package for R? Could any one > kindly point me > > to some reference? Thanks a lot! > > I think it is up to you to give a reference to what *you* have in mind > when asking for help. > > -- > Brian D. Ripley, [EMAIL PROTECTED] > Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ > University of Oxford, Tel: +44 1865 272861 (self) > 1 South Parks Road, +44 1865 272866 (PA) > Oxford OX1 3TG, UK Fax: +44 1865 272595 > ______________________________________________ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help
