Note your problem is equivalent to the unconstrained problem:
f(a1^2 / (a1^2 + a2^2), a2^2 / (a1^2 + a2^2), x3, x4, a3^2, a4^2)
optimizing over a1, a2, a3, a4, x3, x4. See the optimization task view
for specific functions:
http://cran.r-project.org/web/views/Optimization.html
On Sat, Oct
ge: 27
> Date: Sat, 17 Oct 2009 13:50:10 -0700 (PDT)
> From: kathie
> Subject: [R] optimization problem with constraints...
> To: r-help@r-project.org
> Message-ID: <25941686.p...@talk.nabble.com>
> Content-Type: text/plain; charset=us-ascii
>
>
> Dear R users,
&
Dear R users,
I need some advises on how to use R to optimize a nonlinear function with
the following constraints.
f(x1,x2,x3,x4,x5,x6)
s.t
0 < x1 < 1
0 < x2 < 1
0 < x1+x2 < 1
-inf < x3 < inf
-inf < x4 < inf
0 < x5 < inf
0 < x6 < inf
Is there any built-in function or something for these co
I'm trying to da an optimization for the followig function
Zwischenwert <- function (x)
{
lambda<-x[1];
mu<-x[2];
gammal<-x[3];
mud<-x[4];
gammad<-x[5];
Mittelwert <-0;
for(t in 0:(T-1))
{
for(i in 0:(n-1))
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