[R] Nonlinear constrains with optim

Paul Smith phhs80 at gmail.com
Thu May 10 17:07:36 CEST 2007

Dear All

I am dealing at the moment with optimization problems with nonlinear
constraints. Regenoud is quite apt to solve that kind of problems, but
the precision of the optimal values for the parameters is sometimes
far from what I need. Optim seems to be more precise, but it can only
accept box-constrained optimization problems. I read in the list
archives that optim can also be used with nonlinear constrains through
penalizations. However, I am not familiar with the technique of
penalizations. Could someone please indicate to me a site or a book to
learn about that penalization technique?

Thanks in advance,


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