[R] Nonlinear Optimization

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From: Kissell, Robert [EQRE] (robert.kissell@citigroup.com)
Date: Wed 25 Feb 2004 - 01:21:49 EST


Message-id: <4115749EFC8862458D6FE4F04F5F7DE701E82EBC@EXCHNY37.ny.ssmb.com>

Hi,

I have been brought back to the "R-Side" from MatLab. I have used R in
graduate econometrics but only for statistics and regression (linear and
nonlinear). But now I need to run general nonlinear optimization.

I know about the add-in quadprog but my problem is not QP. My problem is a
general nonlinear (obj funct) with linear constraints.I know about the "ms"
and "nls" functions, but these seem only for nonlinear regression, not
nonlinear minimization. I am looking for a pure non-linear optimization
module.

The nonlinear optimization functions I used in MatLab are "fmincon" and
"fminunc"

Is there any nonlinear optimization algorithm for R?

Thanks.

Rob

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