Re: [R] Non-linearly constrained optimisation

2008-07-20 Thread Hans W. Borchers
Please have a look at the 'Rdonlp2' package at . 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

Re: [R] Non-linearly constrained optimisation

2008-07-19 Thread Gabor Grothendieck
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, > Y

Re: [R] Non-linearly constrained optimisation

2008-07-19 Thread Stuart Nettleton
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 solv

[R] Non-linearly constrained optimisation

2008-07-19 Thread tolga . i . uzuner
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 constraints