On Tue, 21 Sep 2004 [EMAIL PROTECTED] wrote:
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.
constrOptim won't work -- it does INequality constraints.
-thomas
Thanks,
Jason Higbee
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Thomas Lumley Assoc. Professor, Biostatistics [EMAIL PROTECTED] University of Washington, Seattle
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