[R] Optimization of multivariate nonlinear function with equality constrain

From: Carrie Li <carrieandstat_at_gmail.com>
Date: Tue, 15 Jun 2010 21:01:09 -0400

Dear R-helpers,

I am working on an optimization problem, and I tried to use nlminb function to solve it. But now I have an equality constrain, the Langrange multiplier can solve it. However I would like to know if there is any existing function or package solving this kind of problem. Any suggestions would be very much appreciated!


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