R:
I need to minimize a function such that the parameters when used in
another function result in a particular value, which i fix. That is, I
need min(f(a,b)) given g(a,b)=X, where min(.) is the minimum, f(.) and
g(.) are functions (with unknown gradients) of parameters a and b and X is
a fixed value. What optimization function(s) in R do you suggest?
constrOptim looks like it will work except I don't know the gradient of
the functions.
Thanks,
Jason Higbee
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