Arun Kumar Saha <arun.kumar.saha <at> gmail.com> writes:
> Dear all R users,
> I am wondering if there are any function for Constraint optimization in R.
> Especially i am looking for a R - equivalent of "fmincon" function in
> Thanks and regards,
Unfortunately, the built-in functions in R only handle "box constraints"
(independent inequality constraints on each parameter), via method "L-BFGS-B"
in optim() or via nlminb(), or linear inequality constraints
You might try doing an RSiteSearch() for "Lagrange multiplier" -- that
will provide potential solutions to your problem, but you'll very much
have to roll your own.
(If any R-helpers out there would like to correct me or provide pointers
to examples of Lagrange multiplier implementations in R, that would be