Re: [R] Optimization problem with nonlinear constraint

2010-07-28 Thread Ravi Varadhan
Sent: Wednesday, July 28, 2010 11:11 AM To: r-h...@stat.math.ethz.ch Subject: Re: [R] Optimization problem with nonlinear constraint Uli Kleinwechter uni-hohenheim.de> writes: > > Dear Ravi, > > As I've already written to you, the problem indeed is to find a solution >

Re: [R] Optimization problem with nonlinear constraint

2010-07-28 Thread Ravi Varadhan
-- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Hans W Borchers Sent: Wednesday, July 28, 2010 11:11 AM To: r-h...@stat.math.ethz.ch Subject: Re: [R] Optimization problem with nonlinear constraint Uli Kleinwechter uni-hohenheim.de> writes: > > Dear

Re: [R] Optimization problem with nonlinear constraint

2010-07-28 Thread Hans W Borchers
Uli Kleinwechter uni-hohenheim.de> writes: > > Dear Ravi, > > As I've already written to you, the problem indeed is to find a solution > to the transcendental equation y = x * T^(x-1), given y and T and the > optimization problem below only a workaround. I don't think optimization is the ri

Re: [R] Optimization problem with nonlinear constraint

2010-07-28 Thread Uli Kleinwechter
help@r-project.org Subject: [R] Optimization problem with nonlinear constraint Dear all, I'm looking for a way to solve a simple optimization problem with a nonlinear constraint. An example would be max x s.t. y = x * T ^(x-1) where y and T are known values. optim() and constrOpti

Re: [R] Optimization problem with nonlinear constraint

2010-07-26 Thread Ravi Varadhan
now if you run into any problems using it. Best, Ravi. -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Uli Kleinwechter Sent: Monday, July 26, 2010 10:16 AM To: r-help@r-project.org Subject: [R] Optimization problem with nonlinear

[R] Optimization problem with nonlinear constraint

2010-07-26 Thread Uli Kleinwechter
Dear all, I'm looking for a way to solve a simple optimization problem with a nonlinear constraint. An example would be max x s.t. y = x * T ^(x-1) where y and T are known values. optim() and constrOptim() do only allow for box or linear constraints, so I did not succedd here. I als