[R] Constrained Nelder-Mead

Adrian Trapletti a.trapletti at bluewin.ch
Fri Mar 18 13:34:23 CET 2005

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

and look for COBYLA (Fortran 77, 90 and C code is available)


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