[R] Question about Constraint Optimization

From: <HNie_at_malbecpartners.com>
Date: Thu, 26 Jun 2008 18:13:22 -0400


Dear All,

I am having trouble in using R function "constrOptim" to do constraint optimization. It seems that "constrOptim" calls function "optim" when it does the optimization, and "optim" allows us to set "method" to be "SANN" if we want to use simulated annealing. In "optim", the function allows us to set gradient to be NULL when we treat "method" as "SANN". But in "constrOptim", the function does not allow us to set gradient as "SANN" if we set "method" to be "SANN". I am just curious about it.

I just wonder whether I am able to apply simulated annealing in to constraint optimization function "constrOptim". Could someone help?

Thanks very much!

Sincerely,
Hui

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