[R] Nonlinear constrains with optim

From: Paul Smith <phhs80_at_gmail.com>
Date: Thu, 10 May 2007 16:07:36 +0100


Dear All

I am dealing at the moment with optimization problems with nonlinear constraints. Regenoud is quite apt to solve that kind of problems, but the precision of the optimal values for the parameters is sometimes far from what I need. Optim seems to be more precise, but it can only accept box-constrained optimization problems. I read in the list archives that optim can also be used with nonlinear constrains through penalizations. However, I am not familiar with the technique of penalizations. Could someone please indicate to me a site or a book to learn about that penalization technique?

Thanks in advance,

Paul



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