All,
In looking at `optim', it doesn't appear that it is
possible to impose nonlinear constraints on Nelder-
Mead. I am sufficiently motivated to try to code something in C from scratch and try to call it from
R....
Does anyone have some good references to barrier
and/or penalization methods for Nelder-Mead? I would
ideally like some papers with pseudocode for method(s)
that are in some sense optimal for continuous functions.
Thanks,
Greg
http://plato.la.asu.edu/topics/problems/nlores.html
and look for COBYLA (Fortran 77, 90 and C code is available)
best Adrian
______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
