Re: [R] constrained optimization

From: Arne Henningsen <ahenningsen_at_email.uni-kiel.de>
Date: Sat 21 May 2005 - 02:02:35 EST

On Friday 20 May 2005 17:32, gael.robert@socgen.com wrote:
> Hello,
> I've got to compute a minimization equation under an equality constraint
> (Min g(x1,x2,x3) with x1+x2=const). The Constroptim function does not
> authorize an equality condition but only inequality conditions. Which
> function can I use instead?
> Thank you very much for your help.
> Gael Robert - +33 1 42 14 27 96

You do not need constraints if you minimize

   g( x1, const - x1, x3 )
with respect to x1 and x3. After that you can calculate x2 by

   x2 = const - x1

HTH,
Arne

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-- 
Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
ahenningsen@agric-econ.uni-kiel.de
http://www.uni-kiel.de/agrarpol/ahenningsen/

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Received on Sat May 21 02:26:35 2005

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