[R] Constraint Optimization problem.

2006-12-08 Thread Arun Kumar Saha
Dear all R users, I have a optimization problem like this: f(x,y) is a function with two variables, x, and y. Variable x is unbounded but y lies between [-10, 10]. I want to minimize f(x,y) subject to a constraint x + y < 5. Can anyone tell me which R function should I use. I already gone throug

[R] constraint optimization

2005-05-16 Thread Ingmar Visser
Dear All, I have an optimization problem of the form: l<=A*p<=u where l and u are vectors of lower and upper bounds, p is a vector of parameters and A a linear constraint matrix. When l=u, it is easy to reparametrize in which case the result is a new set of parameters p' to be optimized. My prob