Please have a look at the 'Rdonlp2' package at http://arumat.net/Rdonlp2/.
It provides non-linear optinization with nonlinear constraints, so it may be
exactly what you are looking for.
Whether this algorithm is powerful enough for your task has to be seen.
There are examples on the Web page
Dear R Users,
I am looking for some guidance on setting up an optimisation in R with
non-linear constraints.
Here is my simple problem:
- I have a function h(inputs) whose value I would like to maximise
- the 'inputs' are subject to lower and upper bounds
- however, I have some further
Tolga,
Your issue seems to be a common one at present. While I am relatively new
to R (and would welcome being corrected), I haven't been able to find an
existing module to parse algebraic equations and build acyclic networks
(for the objective function and each constraint) to submit to
The Ryacas package is an interface between
R and the computer algebra system, yacas.
It includes an R to yacas parser/translator and an
OpenMath/XML to R parser/translator.
See:
http://ryacas.googlecode.com
On Sat, Jul 19, 2008 at 11:03 PM, Stuart Nettleton
[EMAIL PROTECTED] wrote:
Tolga,
Your
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