[R] Constrained Nelder-Mead

From: Greg Tarpinian <sasprog474_at_yahoo.com>
Date: Fri 18 Mar 2005 - 13:15:37 EST


All,

In looking at `optim', it doesn't appear that it is possible to impose nonlinear constraints on Nelder-   I am sufficiently motivated to try to code something in C from scratch and try to call it from R....

Does anyone have some good references to barrier and/or penalization methods for Nelder-Mead? I would ideally like some papers with pseudocode for method(s) that are in some sense optimal for continuous functions.

Thanks,    

     Greg



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