[R] Constrained Nelder-Mead

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


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.



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Mar 18 13:26:22 2005

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