[R] Constrained Optimization

alan.ng at gmx.net alan.ng at gmx.net
Tue Aug 5 01:52:09 CEST 2008


I am trying to run a constrained optimization in R. "constrOptim" is really useful and has helped me a lot, but unfortunately, it doesn't provide the hessian.  Is there a solution to this problem?

I've tried "optim" with penalty-functions and "L-BFGS-B", but it doesn't help.



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